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Reference manual - version ored_version
fxtriangulation.hpp File Reference

Intelligent FX price repository. More...

#include <ored/marketdata/market.hpp>
#include <qle/indexes/fxindex.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <ql/types.hpp>
#include <vector>

Classes

class  FXTriangulation

Namespaces

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

Detailed Description

Intelligent FX price repository.