durationadjustedcmslegbuilder.hpp File Reference

leg builder for duration adjusted cms coupon legs More...

#include <ored/configuration/conventions.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ql/cashflow.hpp>

Classes
class	DurationAdjustedCmsLegBuilder

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

Detailed Description

leg builder for duration adjusted cms coupon legs