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Fully annotated reference manual - version 1.8.12
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varianceswap.cpp File Reference
#include <ored/utilities/parsers.hpp>
#include <ored/portfolio/varianceswap.hpp>
#include <qle/instruments/varianceswap.hpp>
#include <ored/portfolio/referencedata.hpp>

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Namespaces

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