leg data for equityfx leg types More...

#include <ored/portfolio/legdata.hpp>

Classes
class	EquityMarginLegData
	Serializable Equity Margin Leg Data. More...

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

Functions
Utilities for building QuantLib Legs
QuantExt::Leg	makeEquityMarginLeg (const ore::data::LegData &data, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &fxIndex=nullptr, const QuantLib::Date &openEndDateReplacement=QuantLib::Null< QuantLib::Date >())

Detailed Description

leg data for equityfx leg types

Classes