equityfxlegdata.cpp File Reference

#include <ored/portfolio/legdata.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <ored/portfolio/equityfxlegdata.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <qle/cashflows/equitymargincoupon.hpp>
#include <boost/algorithm/string/predicate.hpp>
#include <boost/make_shared.hpp>

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

Functions
QuantExt::Leg	makeEquityMarginLeg (const LegData &data, const QuantLib::ext::shared_ptr< EquityIndex2 > &equityCurve, const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &fxIndex, const QuantLib::Date &openEndDateReplacement)