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Reference manual - version ored_version
Classes | Namespaces | Functions
swap.hpp File Reference

Swap trade data model and serialization. More...

#include <ored/portfolio/legdata.hpp>
#include <ored/portfolio/trade.hpp>

Classes

class  Swap
 Serializable Swap, Single and Cross Currency. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Functions

std::string isdaSubProductSwap (const std::string &tradeId, const vector< LegData > &legData)
 

Detailed Description

Swap trade data model and serialization.