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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
inflationstartdate.hpp File Reference
#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)