rq_fpml.h

风险财务控制库 Risk Quantify is an open source financial library, with a focus on managing the risk of fi

/*
** rq_fpml.h
**
** Written by Brett Hutley - [e-mail]
**
** Copyright (C) 2002 Brett Hutley
**
** This file is part of the Risk Quantify Library
**
** Risk Quantify is free software; you can redistribute it and/or
** modify it under the terms of the GNU Library General Public
** License as published by the Free Software Foundation; either
** version 2 of the License, or (at your option) any later version.
**
** Risk Quantify is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
** Library General Public License for more details.
**
** You should have received a copy of the GNU Library General Public
** License along with Risk Quantify; if not, write to the Free
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
*/
#ifndef rq_fpml_h
#define rq_fpml_h

/* -- includes ---------------------------------------------------- */
/* Make sure the all the base functions are included */
#include "rq.h"

/* The fpml structures */
#include "fpml/rq_fpml_address.h"
#include "fpml/rq_fpml_adjustable_date.h"
#include "fpml/rq_fpml_adjustable_dates.h"
#include "fpml/rq_fpml_adjustable_or_relative_date.h"
#include "fpml/rq_fpml_adjustable_or_relative_dates.h"
#include "fpml/rq_fpml_american_exercise.h"
#include "fpml/rq_fpml_amount_schedule.h"
#include "fpml/rq_fpml_automatic_exercise.h"
#include "fpml/rq_fpml_bermudan_exercise.h"
#include "fpml/rq_fpml_bullet_payment.h"
#include "fpml/rq_fpml_business_centers.h"
#include "fpml/rq_fpml_business_center_time.h"
#include "fpml/rq_fpml_business_date_range.h"
#include "fpml/rq_fpml_business_day_adjustments.h"
#include "fpml/rq_fpml_calculation_agent.h"
#include "fpml/rq_fpml_calculation.h"
#include "fpml/rq_fpml_calculation_period_amount.h"
#include "fpml/rq_fpml_calculation_period_dates.h"
#include "fpml/rq_fpml_calculation_period_frequency.h"
#include "fpml/rq_fpml_calculation_period.h"
#include "fpml/rq_fpml_cancelable_provision_adjusted_dates.h"
#include "fpml/rq_fpml_cancelable_provision.h"
#include "fpml/rq_fpml_cancellation_event.h"
#include "fpml/rq_fpml_cap_floor.h"
#include "fpml/rq_fpml_cashflows.h"
#include "fpml/rq_fpml_cash_price_method.h"
#include "fpml/rq_fpml_cash_settlement.h"
#include "fpml/rq_fpml_cash_settlement_payment_date.h"
#include "fpml/rq_fpml_cash_settlement_reference_banks.h"
#include "fpml/rq_fpml_currency_flow.h"
#include "fpml/rq_fpml_date_range.h"
#include "fpml/rq_fpml_discounting.h"
#include "fpml/rq_fpml_documentation.h"
#include "fpml/rq_fpml_early_termination_event.h"
#include "fpml/rq_fpml_early_termination_provision.h"
#include "fpml/rq_fpml_equity_american_exercise.h"
#include "fpml/rq_fpml_equity_european_exercise.h"
#include "fpml/rq_fpml_equity_exercise.h"
#include "fpml/rq_fpml_equity.h"
#include "fpml/rq_fpml_equity_multiple_exercise.h"
#include "fpml/rq_fpml_equity_option.h"
#include "fpml/rq_fpml_equity_premium.h"
#include "fpml/rq_fpml_equity_strike.h"
#include "fpml/rq_fpml_equity_valuation.h"
#include "fpml/rq_fpml_european_exercise.h"
#include "fpml/rq_fpml_exchange_rate.h"
#include "fpml/rq_fpml_exercise_event.h"
#include "fpml/rq_fpml_exercise_fee.h"
#include "fpml/rq_fpml_exercise_fee_schedule.h"
#include "fpml/rq_fpml_exercise_notice.h"
#include "fpml/rq_fpml_exercise_procedure.h"
#include "fpml/rq_fpml_exercise_selection.h"
#include "fpml/rq_fpml_expiry_date_time.h"
#include "fpml/rq_fpml_extendible_provision_adjusted_dates.h"
#include "fpml/rq_fpml_extendible_provision.h"
#include "fpml/rq_fpml_extension_event.h"
#include "fpml/rq_fpml_extraordinary_events.h"
#include "fpml/rq_fpml_fee.h"
#include "fpml/rq_fpml_floating_rate_calculation.h"
#include "fpml/rq_fpml_floating_rate_definition.h"
#include "fpml/rq_fpml_floating_rate.h"
#include "fpml/rq_fpml_fra.h"
#include "fpml/rq_fpml_fx_american_trigger.h"
#include "fpml/rq_fpml_fx_average_rate_observation_date.h"
#include "fpml/rq_fpml_fx_average_rate_observation_schedule.h"
#include "fpml/rq_fpml_fx_average_rate_option.h"
#include "fpml/rq_fpml_fx_barrier.h"
#include "fpml/rq_fpml_fx_barrier_option.h"
#include "fpml/rq_fpml_fx_cash_settlement.h"
#include "fpml/rq_fpml_fx_digital_option.h"
#include "fpml/rq_fpml_fx_european_trigger.h"
#include "fpml/rq_fpml_fx_fixing.h"
#include "fpml/rq_fpml_fx_leg.h"
#include "fpml/rq_fpml_fx_linked_notional_amount.h"
#include "fpml/rq_fpml_fx_linked_notional_schedule.h"
#include "fpml/rq_fpml_fx_option_leg.h"
#include "fpml/rq_fpml_fx_option_payout.h"
#include "fpml/rq_fpml_fx_option_premium.h"
#include "fpml/rq_fpml_fx_rate.h"
#include "fpml/rq_fpml_fx_spot_rate_source.h"
#include "fpml/rq_fpml_fx_swap.h"
#include "fpml/rq_fpml_information_source.h"
#include "fpml/rq_fpml_interest_rate_stream.h"
#include "fpml/rq_fpml_intermediary_information.h"
#include "fpml/rq_fpml_interval.h"
#include "fpml/rq_fpml_mandatory_early_termination_adjusted_dates.h"
#include "fpml/rq_fpml_mandatory_early_termination.h"
#include "fpml/rq_fpml_manual_exercise.h"
#include "fpml/rq_fpml_master_agreement.h"
#include "fpml/rq_fpml_merger_events.h"
#include "fpml/rq_fpml_money.h"
#include "fpml/rq_fpml_multiple_exercise.h"
#include "fpml/rq_fpml_notional.h"
#include "fpml/rq_fpml_notional_step_rule.h"
#include "fpml/rq_fpml_observed_rates.h"
#include "fpml/rq_fpml_offset.h"
#include "fpml/rq_fpml_optional_early_termination_adjusted_dates.h"
#include "fpml/rq_fpml_optional_early_termination.h"
#include "fpml/rq_fpml_partial_exercise.h"
#include "fpml/rq_fpml_party_contact.h"
#include "fpml/rq_fpml_party_details.h"
#include "fpml/rq_fpml_party.h"
#include "fpml/rq_fpml_party_portfolio_name.h"
#include "fpml/rq_fpml_party_trade_identifier.h"
#include "fpml/rq_fpml_payment_calculation_period.h"
#include "fpml/rq_fpml_payment_dates.h"
#include "fpml/rq_fpml_payment.h"
#include "fpml/rq_fpml_portfolio.h"
#include "fpml/rq_fpml_premium_quote.h"
#include "fpml/rq_fpml_principal_exchange.h"
#include "fpml/rq_fpml_principal_exchanges.h"
#include "fpml/rq_fpml_product_bulletpayment.h"
#include "fpml/rq_fpml_product_capfloor.h"
#include "fpml/rq_fpml_product_equityoption.h"
#include "fpml/rq_fpml_product_fra.h"
#include "fpml/rq_fpml_product_fxaveragerateoption.h"
#include "fpml/rq_fpml_product_fxbarrieroption.h"
#include "fpml/rq_fpml_product_fxdigitaloption.h"
#include "fpml/rq_fpml_product_fxsimpleoption.h"
#include "fpml/rq_fpml_product_fxsingleleg.h"
#include "fpml/rq_fpml_product_fxswap.h"
#include "fpml/rq_fpml_product.h"
#include "fpml/rq_fpml_product_selection.h"
#include "fpml/rq_fpml_product_strategy.h"
#include "fpml/rq_fpml_product_swap.h"
#include "fpml/rq_fpml_product_swaption.h"
#include "fpml/rq_fpml_quoted_as.h"
#include "fpml/rq_fpml_quoted_currency_pair.h"
#include "fpml/rq_fpml_rate_observation.h"
#include "fpml/rq_fpml_reference_bank.h"
#include "fpml/rq_fpml_relative_date_offset.h"
#include "fpml/rq_fpml_relative_dates.h"
#include "fpml/rq_fpml_reset_dates.h"
#include "fpml/rq_fpml_reset_frequency.h"
#include "fpml/rq_fpml_root.h"
#include "fpml/rq_fpml_rounding.h"
#include "fpml/rq_fpml_routing_explicit_details.h"
#include "fpml/rq_fpml_routing.h"
#include "fpml/rq_fpml_routing_ids_and_explicit_details.h"
#include "fpml/rq_fpml_routing_ids.h"
#include "fpml/rq_fpml_schedule.h"
#include "fpml/rq_fpml_settlement_information.h"
#include "fpml/rq_fpml_settlement_instruction.h"
#include "fpml/rq_fpml_settlement_rate_source.h"
#include "fpml/rq_fpml_shared_american_exercise.h"
#include "fpml/rq_fpml_side_rate.h"
#include "fpml/rq_fpml_side_rates.h"
#include "fpml/rq_fpml_single_party_option.h"
#include "fpml/rq_fpml_split_settlement.h"
#include "fpml/rq_fpml_step.h"
#include "fpml/rq_fpml_strategy.h"
#include "fpml/rq_fpml_street_address.h"
#include "fpml/rq_fpml_strike.h"
#include "fpml/rq_fpml_strike_schedule.h"
#include "fpml/rq_fpml_stub_calculation_period_amount.h"
#include "fpml/rq_fpml_stub.h"
#include "fpml/rq_fpml_swap.h"
#include "fpml/rq_fpml_swaption_adjusted_dates.h"
#include "fpml/rq_fpml_swaption.h"
#include "fpml/rq_fpml_trade.h"
#include "fpml/rq_fpml_trade_header.h"
#include "fpml/rq_fpml_yield_curve_method.h"

#endif