equityfxlegbuilder.hpp

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/*
  Copyright (C) 2021 Quaternion Risk Management Ltd
  All rights reserved.
 
  This file is part of ORE, a free-software/open-source library
  for transparent pricing and risk analysis - http://opensourcerisk.org
  
  ORE is free software: you can redistribute it and/or modify it
  under the terms of the Modified BSD License.  You should have received a
  copy of the license along with this program.
  The license is also available online at <http://opensourcerisk.org>
  
  This program is distributed on the basis that it will form a useful
  contribution to risk analytics and model standardisation, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file ored/portfolio/equityfxlegbuilder.hpp
    \brief Equity & FX leg builders
    \ingroup portfolio
*/
 
#pragma once
 
#include <ored/configuration/conventions.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ql/cashflow.hpp>
 
namespace ore {
namespace data {
 
class EquityMarginLegBuilder : public ore::data::LegBuilder {
public:
    EquityMarginLegBuilder() : LegBuilder("EquityMargin") {}
    QuantLib::Leg buildLeg(const ore::data::LegData& data,
                           const QuantLib::ext::shared_ptr<ore::data::EngineFactory>& engineFactory,
                           ore::data::RequiredFixings& requiredFixings, const std::string& configuration,
                           const QuantLib::Date& openEndDateReplacement = QuantLib::Null<QuantLib::Date>(),
                           const bool useXbsCurves = false) const override;
};
 
} // namespace data
} // namespace ore