Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
Classes | Namespaces | Functions
currencyhedgedequityindexdecomposition.hpp File Reference

Helper function used for the index decompositon. More...

#include <ored/configuration/curveconfigurations.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <ql/time/date.hpp>

Go to the source code of this file.

Classes

class  CurrencyHedgedEquityIndexDecomposition
 

Namespaces

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

Functions

QuantLib::ext::shared_ptr< CurrencyHedgedEquityIndexDecomposition > loadCurrencyHedgedIndexDecomposition (const std::string &name, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &refDataMgr, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs)
 

Detailed Description

Helper function used for the index decompositon.

Definition in file currencyhedgedequityindexdecomposition.hpp.