forwardbond.hpp File Reference

Engine builder for forward bonds. More...

#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/portfolio/structuredtradeerror.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>
#include <ored/utilities/marketdata.hpp>
#include <qle/instruments/impliedbondspread.hpp>
#include <qle/pricingengines/discountingforwardbondengine.hpp>
#include <qle/pricingengines/discountingriskybondengine.hpp>
#include <ql/termstructures/yield/zerospreadedtermstructure.hpp>
#include <boost/make_shared.hpp>

Classes
class	fwdBondEngineBuilder
class	DiscountingForwardBondEngineBuilder

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Engine builder for forward bonds.