portfolio.hpp File Reference

Portfolio class. More...

#include <boost/make_shared.hpp>
#include <boost/shared_ptr.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/portfolio/tradefactory.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <vector>

Classes
class	Portfolio
	Serializable portfolio. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Functions
std::pair< boost::shared_ptr< Trade >, bool >	buildTrade (boost::shared_ptr< Trade > &trade, const boost::shared_ptr< EngineFactory > &engineFactory, const std::string &context, const bool buildFailedTrades, const bool emitStructuredError)

Detailed Description

Portfolio class.