fixings.cpp File Reference

#include <boost/timer/timer.hpp>
#include <ored/marketdata/fixings.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ql/index.hpp>
#include <qle/indexes/equityindex.hpp>
#include <qle/utilities/savedobservablesettings.hpp>

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

Functions
void	applyFixings (const std::set< Fixing > &fixings)
	Utility to write a vector of fixings in the QuantLib index manager's fixing history. More...
bool	operator< (const Fixing &f1, const Fixing &f2)
	Compare fixings. More...