generic wrapper for trs (bond, convertible bond, equity, ...) More...
#include <ored/portfolio/trs.hpp>
#include <ored/portfolio/trade.hpp>
#include <qle/indexes/fxindex.hpp>
Go to the source code of this file.
Classes | |
class | TRSWrapper |
TRS Instrument Wrapper. More... | |
class | TRSWrapper::arguments |
class | TRSWrapper::results |
class | TRSWrapper::engine |
class | TRSWrapperAccrualEngine |
Namespaces | |
namespace | ore |
Serializable Credit Default Swap. | |
namespace | ore::data |
generic wrapper for trs (bond, convertible bond, equity, ...)
Definition in file trswrapper.hpp.