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Reference manual - version ored_version
riskparticipationagreementbaseengine.hpp File Reference
#include <qle/instruments/riskparticipationagreement.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes

class  RiskParticipationAgreementBaseEngine

Namespaces

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

Functions

RiskParticipationAgreementBaseEngine::OptionExpiryPosition parseRpaOptionExpiryPosition (const std::string &s)