creditdefaultswap.hpp File Reference

Ibor cap, floor or collar trade data model and serialization. More...

#include <ored/portfolio/creditdefaultswapdata.hpp>
#include <ored/portfolio/trade.hpp>

Go to the source code of this file.

Classes
class	CreditDefaultSwap

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

Detailed Description

Ibor cap, floor or collar trade data model and serialization.

Definition in file creditdefaultswap.hpp.