leg data for equityfx leg types More...
#include <ored/portfolio/legdata.hpp>
Classes | |
class | EquityMarginLegData |
Serializable Equity Margin Leg Data. More... | |
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
Functions | |
Utilities for building QuantLib Legs | |
QuantExt::Leg | makeEquityMarginLeg (const ore::data::LegData &data, const boost::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const boost::shared_ptr< QuantExt::FxIndex > &fxIndex=nullptr, const QuantLib::Date &openEndDateReplacement=QuantLib::Null< QuantLib::Date >()) |
leg data for equityfx leg types