Currency and instrument specific conventions. More...
#include <boost/lexical_cast.hpp>
#include <boost/make_shared.hpp>
#include <boost/tokenizer.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <ored/utilities/xmlutils.hpp>
#include <ql/time/calendars/weekendsonly.hpp>
Go to the source code of this file.
Namespaces | |
namespace | ore |
Serializable Credit Default Swap. | |
namespace | ore::data |
Functions | |
bool | operator< (const CommodityFutureConvention::ProhibitedExpiry &lhs, const CommodityFutureConvention::ProhibitedExpiry &rhs) |
Compare two prohibited expiries. More... | |
std::ostream & | operator<< (std::ostream &out, Convention::Type type) |
Currency and instrument specific conventions.
Definition in file conventions.cpp.