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Reference manual - version ored_version
swaption.hpp File Reference

Swaption data model and serialization. More...

#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/swap.hpp>
#include <ored/portfolio/trade.hpp>
#include <ql/instruments/nonstandardswap.hpp>

Classes

class  Swaption
 Serializable Swaption. More...

Namespaces

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

Detailed Description

Swaption data model and serialization.