Helper function used for the index decompositon. More...
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <ql/time/date.hpp>
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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) |
Helper function used for the index decompositon.
Definition in file currencyhedgedequityindexdecomposition.hpp.