trsunderlyingbuilder.cpp File Reference

#include <ored/portfolio/bondposition.hpp>
#include <ored/portfolio/equityoptionposition.hpp>
#include <ored/portfolio/equityposition.hpp>
#include <ored/portfolio/trsunderlyingbuilder.hpp>
#include <qle/indexes/compositeindex.hpp>
#include <ored/portfolio/bond.hpp>
#include <ored/portfolio/forwardbond.hpp>
#include <ored/utilities/indexnametranslator.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ored/utilities/parsers.hpp>
#include <qle/cashflows/bondtrscashflow.hpp>
#include <qle/instruments/forwardbond.hpp>

Go to the source code of this file.

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

Functions
void	modifyBondTRSLeg (QuantLib::Leg &leg, QuantLib::Date issueDate)
Leg	makeBondTRSLeg (const std::vector< Date > &valuationDates, const std::vector< Date > &paymentDates, const BondIndexBuilder &bondIndexBuilder, Real initialPrice, QuantLib::ext::shared_ptr< QuantExt::FxIndex > fxIndex)