cmsspread.hpp File Reference

builder that returns a cms spread coupon pricer More...

#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/lineartsrpricer.hpp>
#include <qle/cashflows/lognormalcmsspreadpricer.hpp>

Go to the source code of this file.

Classes
class	CmsSpreadCouponPricerBuilder
	CouponPricer Builder for CmsSpreadLeg. More...

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

Detailed Description

builder that returns a cms spread coupon pricer

Definition in file cmsspread.hpp.