fixings.hpp File Reference

#include <ql/time/date.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/marketdata/marketdatum.hpp>
#include <ored/utilities/serializationdate.hpp>
#include <boost/serialization/serialization.hpp>
#include <ql/shared_ptr.hpp>
#include <vector>

Go to the source code of this file.

Classes
struct	Fixing
	Fixing data structure. More...

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

Functions
bool	operator< (const Fixing &f1, const Fixing &f2)
	Compare fixings. More...
void	applyFixings (const std::set< Fixing > &fixings)
	Utility to write a vector of fixings in the QuantLib index manager's fixing history. More...