creditdefaultswap.hpp File Reference

Builder that returns an engine to price a credit default swap. More...

#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/utilities/log.hpp>
#include <qle/pricingengines/midpointcdsenginemultistate.hpp>
#include <ql/pricingengines/credit/midpointcdsengine.hpp>
#include <boost/make_shared.hpp>
#include <regex>

Classes
class	CDSEngineKey
class	CreditDefaultSwapEngineBuilder
	Engine builder base class for credit default swaps. More...
class	MidPointCdsEngineBuilder
	Midpoint engine builder class for credit default swaps. More...
class	MidPointCdsMultiStateEngineBuilder
	Multi State Engine Builder class for CDS. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Functions
bool	operator== (const CDSEngineKey &lhs, const CDSEngineKey &rhs)
bool	operator< (const CDSEngineKey &lhs, const CDSEngineKey &rhs)
bool	operator!= (const CDSEngineKey &lhs, const CDSEngineKey &rhs)
bool	operator> (const CDSEngineKey &lhs, const CDSEngineKey &rhs)
bool	operator<= (const CDSEngineKey &lhs, const CDSEngineKey &rhs)
bool	operator>= (const CDSEngineKey &lhs, const CDSEngineKey &rhs)

Detailed Description

Builder that returns an engine to price a credit default swap.