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Reference manual - version ored_version
swap.hpp File Reference

Swap trade data model and serialization. More...

Classes

class  Swap
 Serializable Swap, Single and Cross Currency. More...

Namespaces

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

Functions

std::string isdaSubProductSwap (const std::string &tradeId, const vector< LegData > &legData)

Detailed Description

Swap trade data model and serialization.