tranche.hpp File Reference

cbo tranche data model and serialization More...

#include <ored/portfolio/legdata.hpp>
#include <ored/utilities/xmlutils.hpp>

Go to the source code of this file.

Classes
class	TrancheData
	Serializable Bond-Basket Data. More...

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

Detailed Description

cbo tranche data model and serialization

Definition in file tranche.hpp.