cliquetoption.hpp File Reference

Engine builder for cliquet options. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/vanillaoption.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/portfolio/builders/cliquetoption.hpp>
#include <ored/portfolio/scriptedtrade.hpp>

Go to the source code of this file.

Classes
class	CliquetOptionEngineBuilder
	Engine builder for Cliquet Options. More...
class	EquityCliquetOptionEngineBuilder
	Engine Builder for Equity Cliquet Options. More...
class	EquityCliquetOptionMcScriptEngineBuilder

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

Detailed Description

Engine builder for cliquet options.

Definition in file cliquetoption.hpp.