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Reference manual - version ored_version
Classes | Namespaces
legbuilders.hpp File Reference

Leg Builders. More...

#include <ored/portfolio/enginefactory.hpp>
#include <ored/portfolio/fixingdates.hpp>
#include <qle/indexes/fxindex.hpp>

Classes

class  FixedLegBuilder
 
class  ZeroCouponFixedLegBuilder
 
class  FloatingLegBuilder
 
class  CashflowLegBuilder
 
class  CPILegBuilder
 
class  YYLegBuilder
 
class  CMSLegBuilder
 
class  CMBLegBuilder
 
class  DigitalCMSLegBuilder
 
class  CMSSpreadLegBuilder
 
class  DigitalCMSSpreadLegBuilder
 
class  EquityLegBuilder
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Leg Builders.