Logo
Reference manual - version ored_version
Classes | Namespaces
trswrapper.hpp File Reference

generic wrapper for trs (bond, convertible bond, equity, ...) More...

#include <ored/portfolio/trs.hpp>
#include <ored/portfolio/trade.hpp>
#include <qle/indexes/fxindex.hpp>

Classes

class  TRSWrapper
 TRS Instrument Wrapper. More...
 
class  TRSWrapper::arguments
 
class  TRSWrapper::results
 
class  TRSWrapper::engine
 
class  TRSWrapperAccrualEngine
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

generic wrapper for trs (bond, convertible bond, equity, ...)