Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
Namespaces | Functions
swap.cpp File Reference
#include <ored/portfolio/builders/swap.hpp>
#include <ored/portfolio/fixingdates.hpp>
#include <ored/portfolio/legbuilders.hpp>
#include <ored/portfolio/legdata.hpp>
#include <ored/portfolio/swap.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/time/calendars/target.hpp>
#include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>
#include <qle/cashflows/equitycouponpricer.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/instruments/currencyswap.hpp>
#include <ql/instruments/swap.hpp>
#include <ql/time/daycounters/actualactual.hpp>

Go to the source code of this file.

Namespaces

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

Functions

std::string isdaSubProductSwap (const std::string &tradeId, const vector< LegData > &legData)