bondutils.hpp File Reference

bond utilities More...

#include <ored/portfolio/bond.hpp>
#include <ored/portfolio/legdata.hpp>
#include <ored/portfolio/referencedata.hpp>

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

Functions
void	populateFromBondReferenceData (std::string &subType, std::string &issuerId, std::string &settlementDays, std::string &calendar, std::string &issueDate, std::string &priceQuoteMethod, std::string &priceQuoteBaseValue, std::string &creditCurveId, std::string &creditGroup, std::string &referenceCurveId, std::string &incomeCurveId, std::string &volatilityCurveId, std::vector< LegData > &coupons, const std::string &name, const QuantLib::ext::shared_ptr< BondReferenceDatum > &bondRefData, const std::string &startDate="", const std::string &endDate="")
	Populate bond data from name and ReferenceDataManager. More...
Date	getOpenEndDateReplacement (const std::string &replacementPeriodStr, const Calendar &calendar)

Detailed Description

bond utilities

Definition in file bondutils.hpp.