#include <ored/configuration/conventions.hpp>
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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) |