currencyhedgedequityindexdecomposition.hpp File Reference

Helper function used for the index decompositon. More...

#include <ored/configuration/curveconfigurations.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <ql/time/date.hpp>

Classes
class	CurrencyHedgedEquityIndexDecomposition

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

Functions
QuantLib::ext::shared_ptr< CurrencyHedgedEquityIndexDecomposition >	loadCurrencyHedgedIndexDecomposition (const std::string &name, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &refDataMgr, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs)

Detailed Description

Helper function used for the index decompositon.