formulabasedlegdata.hpp File Reference

leg data for formula based leg types More...

#include <ored/portfolio/legdata.hpp>
#include <qle/indexes/formulabasedindex.hpp>

Classes
class	FormulaBasedLegData

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

Functions

Leg

makeFormulaBasedLeg (const LegData &data, const QuantLib::ext::shared_ptr< QuantExt::FormulaBasedIndex > &formulaBasedIndex, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const std::map< std::string, QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex > > &indexMaps, const QuantLib::Date &openEndDateReplacement=Null< Date >(), const bool attachPricer=true, std::set< std::tuple< std::set< std::string >, std::string, std::string > > *productModelEngine=nullptr)

Detailed Description

leg data for formula based leg types