balanceguaranteedswap.hpp File Reference

Balance Guaranteed Swap data model and serialization. More...

#include <ored/portfolio/legdata.hpp>
#include <ored/portfolio/trade.hpp>

Go to the source code of this file.

Classes
class	BGSTrancheData
	Serializable Tranche for use in Balance Guaranteed Swaps. More...
class	BalanceGuaranteedSwap
	Serializable Balance Guaranteed Swap. More...

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Balance Guaranteed Swap data model and serialization.

Definition in file balanceguaranteedswap.hpp.