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Reference manual - version ored_version
nettingsetdefinition.hpp File Reference

Netting Set Definition - including CSA information where available. More...

#include <ql/optional.hpp>
#include <ored/portfolio/nettingsetdetails.hpp>
#include <ored/utilities/xmlutils.hpp>
#include <ql/time/period.hpp>
#include <ql/utilities/null.hpp>

Classes

class  CSA
class  NettingSetDefinition
 Netting Set Definition. More...

Namespaces

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

Functions

NettingSetDetails getNettingSetDetails (XMLNode *node)
CSA::Type parseCsaType (const string &s)
std::ostream & operator<< (std::ostream &out, CSA::Type t)

Detailed Description

Netting Set Definition - including CSA information where available.