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