collatexposurehelper.hpp File Reference

Collateral Exposure Helper Functions (stored in base currency) More...

#include <orea/aggregation/collateralaccount.hpp>
#include <ored/portfolio/collateralbalance.hpp>
#include <ql/handle.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/date.hpp>

Classes
class	CollateralExposureHelper
	Collateral Exposure Helper. More...

Namespaces
	ore
	ore::analytics

Functions
CollateralExposureHelper::CalculationType	parseCollateralCalculationType (const string &s)
	Convert text representation to CollateralExposureHelper::CalculationType.

Detailed Description

Collateral Exposure Helper Functions (stored in base currency)