formulabasedlegdata.cpp File Reference

#include <ored/utilities/log.hpp>
#include <ored/portfolio/builders/formulabasedcoupon.hpp>
#include <ored/portfolio/formulabasedindexbuilder.hpp>
#include <ored/portfolio/formulabasedlegdata.hpp>
#include <ored/utilities/formulaparser.hpp>
#include <qle/cashflows/couponpricer.hpp>
#include <qle/cashflows/formulabasedcoupon.hpp>
#include <ored/utilities/indexnametranslator.hpp>
#include <ored/portfolio/builders/capfloorediborleg.hpp>
#include <ored/portfolio/builders/cms.hpp>
#include <ored/portfolio/legdata.hpp>
#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/cashflows/cpicoupon.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/overnightindexedcoupon.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/experimental/coupons/strippedcapflooredcoupon.hpp>
#include <boost/make_shared.hpp>

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

Functions
Leg	makeFormulaBasedLeg (const LegData &data, const QuantLib::ext::shared_ptr< QuantExt::FormulaBasedIndex > &formulaBasedIndex, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const std::map< std::string, QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex > > &indexMaps, const QuantLib::Date &openEndDateReplacement)