creditdefaultswapdata.cpp File Reference

#include <boost/lexical_cast.hpp>
#include <ored/portfolio/creditdefaultswapdata.hpp>
#include <ored/portfolio/legdata.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>

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

Functions
CdsTier	parseCdsTier (const string &s)
ostream &	operator<< (ostream &out, const CdsTier &cdsTier)
CdsDocClause	parseCdsDocClause (const string &s)
ostream &	operator<< (ostream &out, const CdsDocClause &cdsDocClause)
IsdaRulesDefinitions	parseIsdaRulesDefinitions (const string &s)
ostream &	operator<< (ostream &out, const IsdaRulesDefinitions &isdaRulesDefinitions)
IsdaRulesDefinitions	isdaRulesDefinitionsFromDocClause (const CdsDocClause &cdsDocClause)
CreditEventType	parseCreditEventType (const string &s)
ostream &	operator<< (ostream &out, const CreditEventType &creditEventType)
bool	isTriggeredDocClause (CdsDocClause contractDocClause, CreditEventType creditEventType)
CreditEventTiers	parseCreditEventTiers (const string &s)
ostream &	operator<< (ostream &out, const CreditEventTiers &creditEventTiers)
bool	isAuctionedSeniority (CdsTier contractTier, CreditEventTiers creditEventTiers)
bool	tryParseCdsInformation (string strInfo, CdsReferenceInformation &cdsInfo)