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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
portfolio.cpp File Reference
#include <ored/portfolio/failedtrade.hpp>
#include <ored/portfolio/fxforward.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/portfolio/structuredtradeerror.hpp>
#include <ored/portfolio/structuredtradewarning.hpp>
#include <ored/portfolio/swap.hpp>
#include <ored/portfolio/swaption.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/xmlutils.hpp>
#include <ql/errors.hpp>
#include <ql/time/date.hpp>

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Namespaces

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

Functions

std::pair< QuantLib::ext::shared_ptr< Trade >, boolbuildTrade (QuantLib::ext::shared_ptr< Trade > &trade, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const std::string &context, const bool ignoreTradeBuildFail, const bool buildFailedTrades, const bool emitStructuredError)