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Reference manual - version ored_version
creditlinkedswap.hpp File Reference

credit linked swap data model More...

#include <qle/instruments/creditlinkedswap.hpp>
#include <ored/portfolio/trade.hpp>

Classes

class  CreditLinkedSwap

Namespaces

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

Detailed Description

credit linked swap data model