conventionsbasedfutureexpiry.hpp File Reference

Base class for classes that perform date calculations for future contracts. More...

#include <ored/configuration/conventions.hpp>
#include <qle/time/futureexpirycalculator.hpp>

Classes
class	ConventionsBasedFutureExpiry
	Perform date calculations for future contracts based on conventions. More...

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

Detailed Description

Base class for classes that perform date calculations for future contracts.