basketdata.hpp File Reference

credit basket data model and serialization More...

#include <ored/portfolio/creditdefaultswapdata.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/utilities/parsers.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	BasketConstituent
class	BasketData

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

Functions
bool	operator< (const BasketConstituent &lhs, const BasketConstituent &rhs)

Detailed Description

credit basket data model and serialization

Definition in file basketdata.hpp.