formulabasedlegdata.hpp File Reference

leg data for formula based leg types More...

#include <ored/portfolio/legdata.hpp>
#include <qle/indexes/formulabasedindex.hpp>

Classes
class	FormulaBasedLegData

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Functions
Leg	makeFormulaBasedLeg (const LegData &data, const QuantLib::ext::shared_ptr< QuantExt::FormulaBasedIndex > &formulaBasedIndex, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const std::map< std::string, QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex >> &indexMaps, const QuantLib::Date &openEndDateReplacement=Null< Date >())

Detailed Description

leg data for formula based leg types