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Fully annotated reference manual - version 1.8.12
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Namespaces | Typedefs
creditdefaultswapoption.cpp File Reference
#include <ored/portfolio/builders/creditdefaultswapoption.hpp>
#include <ored/portfolio/creditdefaultswapoption.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <ored/portfolio/optionwrapper.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/time/daycounters/actual360.hpp>

Go to the source code of this file.

Namespaces

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

Typedefs

using ASI = CreditDefaultSwapOption::AuctionSettlementInformation