commoditylegdata.hpp File Reference

leg data for commodity leg types More...

#include <ored/portfolio/legdata.hpp>
#include <qle/cashflows/commoditycashflow.hpp>
#include <qle/indexes/commodityindex.hpp>

Go to the source code of this file.

Classes
class	CommodityFixedLegData
class	CommodityFloatingLegData

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

Enumerations
enum class	CommodityPayRelativeTo { CalculationPeriodEndDate , CalculationPeriodStartDate , TerminationDate , FutureExpiryDate }
enum class	CommodityPriceType { Spot , FutureSettlement }
enum class	CommodityPricingDateRule { FutureExpiryDate , None }

Functions
CommodityPayRelativeTo	parseCommodityPayRelativeTo (const string &s)
ostream &	operator<< (ostream &out, const CommodityPayRelativeTo &cprt)
CommodityPriceType	parseCommodityPriceType (const string &s)
ostream &	operator<< (ostream &out, const CommodityPriceType &cpt)
CommodityPricingDateRule	parseCommodityPricingDateRule (const string &s)
ostream &	operator<< (std::ostream &out, const CommodityPricingDateRule &cpdr)

Detailed Description

leg data for commodity leg types

Definition in file commoditylegdata.hpp.