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

trs More...

#include <ored/portfolio/simmcreditqualifiermapping.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/tradefactory.hpp>
#include <boost/optional.hpp>

Classes

class  TRS
 
class  TRS::ReturnData
 
class  TRS::FundingData
 
class  TRS::AdditionalCashflowData
 
class  CFD
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Functions

TRS::FundingData::NotionalType parseTrsFundingNotionalType (const std::string &s)
 
std::ostream & operator<< (std::ostream &os, const TRS::FundingData::NotionalType t)
 

Detailed Description

trs