Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
Namespaces | Functions
inflationstartdate.cpp File Reference
#include <ored/utilities/inflationstartdate.hpp>

Go to the source code of this file.

Namespaces

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

Functions

std::pair< QuantLib::Date, QuantLib::Period > getStartAndLag (const QuantLib::Date &asof, const InflationSwapConvention &conv)
 
QuantLib::Date getInflationSwapStart (const QuantLib::Date &asof, const InflationSwapConvention &conv)