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Reference manual - version ored_version
FormulaBasedLegBuilder Class Reference
Inheritance diagram for FormulaBasedLegBuilder:

Public Member Functions

QuantLib::Leg buildLeg (const ore::data::LegData &data, const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &engineFactory, ore::data::RequiredFixings &requiredFixings, const std::string &configuration, const QuantLib::Date &openEndDateReplacement=Null< Date >(), const bool useXbsCurves=false, const bool attachPricer=true, std::set< std::tuple< std::set< std::string >, std::string, std::string > > *productModelEngine=nullptr) const override
Public Member Functions inherited from LegBuilder
 LegBuilder (const LegType &legType)
virtual Leg buildLeg (const LegData &data, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, RequiredFixings &requiredFixings, const string &configuration, const QuantLib::Date &openEndDateReplacement=Null< Date >(), const bool useXbsCurves=false, const bool attachPricer=true, std::set< std::tuple< std::set< std::string >, std::string, std::string > > *=nullptr) const =0
const LegType & legType () const