trs.cpp File Reference

#include <ored/portfolio/trs.hpp>
#include <ored/portfolio/trsunderlyingbuilder.hpp>
#include <ored/portfolio/trswrapper.hpp>
#include <qle/cashflows/averageonindexedcoupon.hpp>
#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <qle/indexes/compositeindex.hpp>
#include <ored/utilities/indexnametranslator.hpp>
#include <ored/portfolio/structuredtradeerror.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/cashflows/cashflows.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <boost/assign/list_of.hpp>
#include <boost/bimap.hpp>
#include <boost/optional.hpp>
#include <boost/range/adaptor/map.hpp>

Go to the source code of this file.

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

Functions
void	addTRSRequiredFixings (RequiredFixings &fixings, const std::vector< Leg > &returnLegs, const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &ind=nullptr)
TRS::FundingData::NotionalType	parseTrsFundingNotionalType (const std::string &s)
std::ostream &	operator<< (std::ostream &os, const TRS::FundingData::NotionalType t)

Variables
boost::bimap< std::string, TRS::FundingData::NotionalType >	types