cbo.hpp File Reference

collateralized bond obligation data model More...

#include <ored/portfolio/trade.hpp>
#include <qle/instruments/cbo.hpp>
#include <ored/portfolio/bondbasket.hpp>
#include <ored/portfolio/trsunderlyingbuilder.hpp>
#include <ored/portfolio/tranche.hpp>
#include <ored/portfolio/referencedata.hpp>

Classes
class	CboReferenceDatum
struct	CboReferenceDatum::CboStructure
class	CBO
struct	CBOTrsUnderlyingBuilder

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

collateralized bond obligation data model