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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
doubledigitaloption.cpp File Reference
#include <ored/portfolio/doubledigitaloption.hpp>
#include <ored/scripting/utilities.hpp>
#include <ored/utilities/to_string.hpp>

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Namespaces

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

Functions

std::pair< std::string, std::string > getLowerAndUpperBound (const std::string &type, const std::string &binaryLevelA, const std::string &binaryLevelB)