compositetrade.hpp File Reference

Composite trades operate as a mini portfolio. Their intended use is for strategies like straddles. More...

#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/tradefactory.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <ostream>

Classes
class	CompositeTrade
	Composite Trade class. More...

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

Detailed Description

Composite trades operate as a mini portfolio. Their intended use is for strategies like straddles.