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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces | Functions
correlationcurveconfig.hpp File Reference
#include <ored/configuration/curveconfig.hpp>
#include <ored/marketdata/marketdatum.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>
#include <ql/types.hpp>

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Classes

class  CorrelationCurveConfig
 Correlation curve configuration. More...
 

Namespaces

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

Functions

bool indexNameLessThan (const std::string &index1, const std::string &index2)