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Reference manual - version ored_version
Modules | Files | Classes | Functions
Portfolio

Modules

 Builders
 
 Trade Data
 

Files

file  bondutils.hpp
 bond utilities
 
file  durationadjustedcmslegbuilder.hpp
 leg builder for duration adjusted cms coupon legs
 
file  durationadjustedcmslegdata.hpp
 leg data for duration adjusted cms
 
file  equityfuturesoption.hpp
 EQ Futures Option data model and serialization.
 
file  legbuilders.hpp
 Leg Builders.
 
file  legdatafactory.hpp
 Leg data factory that can be used to build instances of leg data.
 
file  portfolio.hpp
 Portfolio class.
 
file  structuredtradeerror.hpp
 Structured Trade Error class.
 
file  trade.hpp
 base trade data model and serialization
 
file  tradefactory.hpp
 Trade Factory.
 
file  underlying.hpp
 underlying data model
 

Classes

class  CreditDefaultSwapOptionEngineBuilder
 Engine Builder base class for Credit Default Swap Options. More...
 
class  BlackCdsOptionEngineBuilder
 Black CDS option engine builder for CDS options. More...
 
class  LegDataFactory
 
struct  LegDataRegister< T >
 
class  Portfolio
 Serializable portfolio. More...
 
class  Trade
 Trade base class. More...
 
class  AbstractTradeBuilder
 TradeBuilder base class. More...
 
class  Underlying
 Class to hold Underlyings. More...
 

Functions

template<class T >
boost::shared_ptr< LegAdditionalDatacreateLegData ()
 

Detailed Description

Grouping of all portfolio related classes, functions and files

Function Documentation

◆ createLegData()

boost::shared_ptr<LegAdditionalData> ore::data::createLegData ( )

Function that is used to build instances of LegAdditionalData

The template parameter is simply a particular instance of a LegAdditionalData class that is default constructable. The function returns the default constructed LegAdditionalData object. A simple example is the function to build an instance of FixedLegData would be called via createLegData<FixedLegData>().