fxtriangulation.hpp File Reference

Intelligent FX price repository. More...

#include <ored/marketdata/market.hpp>
#include <qle/indexes/fxindex.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	FXTriangulation

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

Detailed Description

Intelligent FX price repository.

Definition in file fxtriangulation.hpp.