Balance Guaranteed Swap data model and serialization. More...

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

Classes
class	BGSTrancheData
	Serializable Tranche for use in Balance Guaranteed Swaps. More...
class	BalanceGuaranteedSwap
	Serializable Balance Guaranteed Swap. More...

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Balance Guaranteed Swap data model and serialization.

Classes