trsunderlyingbuilder.hpp File Reference

#include <ored/portfolio/enginefactory.hpp>
#include <ored/portfolio/simmcreditqualifiermapping.hpp>
#include <ored/portfolio/equityposition.hpp>
#include <ored/portfolio/commodityposition.hpp>
#include <ored/utilities/bondindexbuilder.hpp>
#include <qle/cashflows/trscashflow.hpp>

Go to the source code of this file.

Classes
struct	TrsUnderlyingBuilder
class	TrsUnderlyingBuilderFactory
struct	BondTrsUnderlyingBuilder
struct	ForwardBondTrsUnderlyingBuilder
struct	AssetPositionTrsUnderlyingBuilder< T >
struct	EquityOptionPositionTrsUnderlyingBuilder
struct	BondPositionTrsUnderlyingBuilder
struct	DerivativeTrsUnderlyingBuilder

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

Typedefs
typedef AssetPositionTrsUnderlyingBuilder< ore::data::EquityPosition >	EquityPositionTrsUnderlyingBuilder
typedef AssetPositionTrsUnderlyingBuilder< ore::data::CommodityPosition >	CommodityPositionTrsUnderlyingBuilder

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