Helper function used for the index decompositon. More...
#include <ored/configuration/curveconfigurations.hpp>#include <ored/portfolio/referencedata.hpp>#include <ql/time/date.hpp>Classes | |
| class | CurrencyHedgedEquityIndexDecomposition |
Namespaces | |
| ore | |
| Serializable Credit Default Swap. | |
| ore::data | |
Functions | |
| QuantLib::ext::shared_ptr< CurrencyHedgedEquityIndexDecomposition > | loadCurrencyHedgedIndexDecomposition (const std::string &name, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &refDataMgr, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs) |
Helper function used for the index decompositon.