builder that returns a cms spread coupon pricer More...
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/lineartsrpricer.hpp>
#include <qle/cashflows/lognormalcmsspreadpricer.hpp>
Classes | |
class | CmsSpreadCouponPricerBuilder |
CouponPricer Builder for CmsSpreadLeg. More... | |
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
builder that returns a cms spread coupon pricer