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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
cdo.hpp File Reference
#include <ored/portfolio/referencedata.hpp>
#include <ored/portfolio/basketdata.hpp>
#include <ored/portfolio/legdata.hpp>
#include <ored/portfolio/trade.hpp>

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Classes

class  SyntheticCDO
 Serializable CDS Index Tranche (Synthetic CDO) More...
 

Namespaces

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