capfloor.hpp File Reference

Ibor cap, floor or collar trade data model and serialization. More...

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

Classes
class	CapFloor
	Serializable cap, floor, collar. More...

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

Detailed Description

Ibor cap, floor or collar trade data model and serialization.