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Reference manual - version ored_version
schedule.hpp File Reference

trade schedule data model and serialization More...

#include <ored/utilities/xmlutils.hpp>
#include <ql/time/schedule.hpp>

Classes

class  ScheduleRules
 Serializable object holding schedule Rules data. More...
class  ScheduleDates
 Serializable object holding schedule Dates data. More...
class  ScheduleDerived
 Serializable object holding Derived schedule data. More...
class  ScheduleData
 Serializable schedule data. More...
class  ScheduleBuilder

Namespaces

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

Functions

QuantLib::Schedule makeSchedule (const ScheduleData &data, const QuantLib::Date &openEndDateReplacement=QuantLib::Null< QuantLib::Date >(), const map< string, QuantLib::Schedule > &baseSchedules=map< string, QuantLib::Schedule >())
 Functions.
QuantLib::Schedule makeSchedule (const ScheduleDates &dates)
QuantLib::Schedule makeSchedule (const ScheduleRules &rules, const QuantLib::Date &openEndDateReplacement=QuantLib::Null< QuantLib::Date >())
QuantLib::Schedule makeSchedule (const ScheduleDerived &derived, const QuantLib::Schedule &baseSchedule)

Detailed Description

trade schedule data model and serialization