Trade Data

Files
file	ascot.hpp
	Ascot (or Convertible Bond Option) trade data model and serialization.
file	asianoption.hpp
	Asian Option data model.
file	barrieroptionwrapper.hpp
	Wrapper for option instruments, tracks whether option has been exercised or not.
file	bond.hpp
	Bond trade data model and serialization.
file	bondoption.hpp
	bond option data model and serialization
file	bondposition.hpp
	Bond Position trade data model and serialization.
file	bondrepo.hpp
	Bond Repo trade data model and serialization.
file	bond.hpp
	Bond trade data model and serialization.
file	capfloor.hpp
	Ibor cap, floor or collar trade data model and serialization.
file	commodityapo.hpp
	Commodity Average Price Option data model and serialization.
file	commodityapo.hpp
	Commodity Average Price Option data model and serialization.
file	commoditydigitaloption.hpp
	Commodity digital option representation as call spread.
file	commodityforward.hpp
	Commodity forward representation.
file	commodityoption.hpp
	Commodity option representation.
file	commodityoptionstrip.hpp
	Commodity option strip data model and serialization.
file	commodityposition.hpp
	Commodity Position trade data model and serialization.
file	commodityswap.hpp
	Commodity Swap data model and serialization.
file	commodityswaption.hpp
	Commodity swaption data model and serialization.
file	compositeinstrumentwrapper.hpp
	used to store multiple trade wrappers
file	convertiblebond.hpp
	Convertible Bond trade data model and serialization.
file	creditdefaultswap.hpp
	Ibor cap, floor or collar trade data model and serialization.
file	creditdefaultswapdata.hpp
	A class to hold credit default swap data.
file	creditdefaultswapoption.hpp
	credit default swap option trade data model and serialization
file	crosscurrencyswap.hpp
	Cross Currency Swap data model and serialization.
file	enginedata.hpp
	A class to hold pricing engine parameters.
file	enginefactory.hpp
	Pricing Engine Factory.
file	envelope.hpp
	trade envelope data model and serialization
file	equityforward.hpp
	Equity Forward data model and serialization.
file	equityoption.hpp
	Equity Option data model and serialization.
file	equityoptionposition.hpp
	Equity Option Position trade data model and serialization.
file	equityposition.hpp
	Equity Position trade data model and serialization.
file	equityswap.hpp
	Equity Swap data model and serialization.
file	failedtrade.hpp
	Skeleton trade generated when trade loading/building fails.
file	bond.hpp
	Bond trade data model and serialization.
file	forwardrateagreement.hpp
	ForwardRateAgreement data model and serialization.
file	fxaverageforward.hpp
	Fx Average Forward data model and serialization.
file	fxforward.hpp
	FX Forward data model and serialization.
file	fxoption.hpp
	FX Option data model and serialization.
file	fxswap.hpp
	FX Swap data model and serialization.
file	indexing.hpp
	leg indexing data model and serialization
file	inflationswap.hpp
	Cross Currency Swap data model and serialization.
file	instrumentwrapper.hpp
	Base class for wrapper of QL instrument, used to store "state" of trade under each scenario.
file	legdata.hpp
	leg data model and serialization
file	makenonstandardlegs.hpp
	make functions for non-standard ibor and fixed legs
file	nettingsetdefinition.hpp
	Netting Set Definition - including CSA information where available.
file	nettingsetdetails.hpp
	netting set details data model and serialization
file	nettingsetmanager.hpp
	Manager class for repository of netting set details.
file	optiondata.hpp
	trade option data model and serialization
file	optionexercisedata.hpp
	option exercise data model and serialization
file	optionpaymentdata.hpp
	option payment data model and serialization
file	optionwrapper.hpp
	Wrapper for option instruments, tracks whether option has been exercised or not.
file	premiumdata.hpp
	premium data
file	referencedata.hpp
	Reference data model and serialization.
file	referencedatafactory.hpp
	Reference data model and serialization.
file	riskparticipationagreement.hpp
	risk participation agreement data model and serialization
file	schedule.hpp
	trade schedule data model and serialization
file	swap.hpp
	Swap trade data model and serialization.
file	swaption.hpp
	Swaption data model and serialization.
file	tlockdata.hpp
	A class to hold Treasury-Lock data.
file	envelope.hpp
	trade envelope data model and serialization
file	vanillaoption.hpp
	Vanilla Option data model.
file	varianceswap.hpp
	variance swap representation

Classes
class	AsianOption
	Serializable Asian Option. More...
class	BarrierData
	Serializable obejct holding barrier data. More...
class	BarrierOption
	Serializable FX Barrier Option. More...
class	BasketConstituent
class	BasketData
class	Bond
	Serializable Bond. More...
class	BondBasket
	Serializable Bond-Basket Data. More...
class	BondOption
	Serializable Bond Option. More...
class	CapFloor
	Serializable cap, floor, collar. More...
class	SyntheticCDO
	Serializable CDS Index Tranche (Synthetic CDO) More...
class	CliquetOption
	Serializable Equity Cliquet Option. More...
class	CommodityAveragePriceOption
class	CommodityDigitalAveragePriceOption
class	CommodityDigitalOption
	Commodity digital option trade representation as call spread. More...
class	CommodityForward
class	CommodityOption
	Commodity option trade representation. More...
class	CommodityOptionStrip
class	CommoditySwap
class	CommoditySwaption
class	CompositeInstrumentWrapper
	Composite Instrument Wrapper. More...
class	CdsReferenceInformation
class	CreditDefaultSwapData
class	CrossCurrencySwap
	Serializable Cross Currency Swap contract. More...
class	EngineData
	Pricing engine description. More...
class	EngineBuilder
	Base PricingEngine Builder class for a specific model and engine. More...
class	EngineFactory
	Pricing Engine Factory class. More...
class	Envelope
	Serializable object holding generic trade data, reporting dimensions. More...
class	EquityBarrierOption
	Serializable EQ Barrier Option. More...
class	EquityDigitalOption
	Serializable EQ Digital Option. More...
class	EquityDoubleBarrierOption
	Serializable Equity Double Barrier Option. More...
class	EquityDoubleTouchOption
	SerializableEQ Double One-Touch/No-Touch Option. More...
class	EquityEuropeanBarrierOption
	Serializable EQ European Barrier Option. More...
class	EquityForward
	Serializable Equity Forward contract. More...
class	EquityFutureOption
	Serializable EQ Futures Option. More...
class	EquityMarginLegData
	Serializable Equity Margin Leg Data. More...
class	EquityOption
	Serializable Equity Option. More...
class	EquitySwap
	Serializable Equity Swap contract. More...
class	EquityTouchOption
	Serializable EQ One-Touch/No-Touch Option. More...
class	FailedTrade
class	ForwardRateAgreement
	Serializable ForwardRateAgreement. More...
class	FxAverageForward
	Serializable Fx Average Forward. More...
class	FxBarrierOption
	Serializable FX Barrier Option. More...
class	FxDigitalBarrierOption
	Serializable FX Digital Barrier Option. More...
class	FxDigitalOption
	Serializable FX Digital Option. More...
class	FxDoubleBarrierOption
	Serializable FX Double Barrier Option. More...
class	FxDoubleTouchOption
	Serializable FX Double One-Touch/No-Touch Option. More...
class	FxEuropeanBarrierOption
	Serializable FX European Barrier Option. More...
class	FxForward
	Serializable FX Forward. More...
class	FxKIKOBarrierOption
	Serializable FX KIKO Barrier Option. More...
class	FxOption
	Serializable FX Option. More...
class	FxSwap
	Serializable FX Swap. More...
class	FxTouchOption
	Serializable FX One-Touch/No-Touch Option. More...
class	Indexing
	Serializable object holding indexing data. More...
class	InflationSwap
	Serializable Cross Currency Swap contract. More...
class	InstrumentWrapper
	Instrument Wrapper. More...
class	VanillaInstrument
	Vanilla Instrument Wrapper. More...
class	LegAdditionalData
	Serializable Additional Leg Data. More...
class	CashflowData
	Serializable Cashflow Leg Data. More...
class	FixedLegData
	Serializable Fixed Leg Data. More...
class	ZeroCouponFixedLegData
	Serializable Fixed Leg Data. More...
class	FloatingLegData
	Serializable Floating Leg Data. More...
class	CPILegData
	Serializable CPI Leg Data. More...
class	YoYLegData
	Serializable YoY Leg Data. More...
class	CMSLegData
	Serializable CMS Leg Data. More...
class	DigitalCMSLegData
	Serializable Digital CMS Leg Data. More...
class	CMSSpreadLegData
	Serializable CMS Spread Leg Data. More...
class	DigitalCMSSpreadLegData
	Serializable Digital CMS Spread Leg Data. More...
class	CMBLegData
	Serializable Constant Maturity Bond Yield Leg Data. More...
class	EquityLegData
	Serializable Fixed Leg Data. More...
class	NettingSetDefinition
	Netting Set Definition. More...
class	NettingSetManager
	Netting Set Manager. More...
class	OptionData
	Serializable object holding option data. More...
class	OptionExerciseData
class	OptionPaymentData
class	OptionWrapper
	Option Wrapper. More...
class	PremiumData
	Serializable object holding premium data. More...
class	RangeBound
	Serializable obejct holding range bound data. More...
class	ReferenceDatumBuilder< T >
	Template TradeBuilder class. More...
class	RiskParticipationAgreement
	Serializable risk participation agreement. More...
class	ScheduleRules
	Serializable object holding schedule Rules data. More...
class	ScheduleDates
	Serializable object holding schedule Dates data. More...
class	ScheduleDerived
	Serializable object holding Derived schedule data. More...
class	ScheduleData
	Serializable schedule data. More...
class	Swap
	Serializable Swap, Single and Cross Currency. More...
class	Swaption
	Serializable Swaption. More...
class	TreasuryLockData
class	TradeAction
	Serializable object holding a trade action. More...
class	TradeBuilder< T >
	Template TradeBuilder class. More...
class	TradeFactory
	TradeFactory. More...
class	TrancheData
	Serializable Bond-Basket Data. More...
class	VanillaOptionTrade
	Serializable Vanilla Option. More...

Detailed Description

Grouping of all trade data related classes, functions and files