asianoption.hpp File Reference

Asian option representation. More...

#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/tradefactory.hpp>
#include <ored/portfolio/tradestrike.hpp>
#include <ored/utilities/parsers.hpp>
#include <ql/instruments/averagetype.hpp>

Go to the source code of this file.

Classes
class	AsianOption
	Serializable Asian Option. More...
class	EquityAsianOption
class	FxAsianOption
class	CommodityAsianOption

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

Detailed Description

Asian option representation.

Asian Option data model.

Definition in file asianoption.hpp.