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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
creditlinkedswap.hpp File Reference

credit linked swap data model More...

#include <qle/instruments/creditlinkedswap.hpp>
#include <ored/portfolio/trade.hpp>

Go to the source code of this file.

Classes

class  CreditLinkedSwap
 

Namespaces

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

Detailed Description

credit linked swap data model

Definition in file creditlinkedswap.hpp.