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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
commodityswap.hpp File Reference

Engine builder for commodity swaps. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ql/pricingengines/swap/discountingswapengine.hpp>

Go to the source code of this file.

Classes

class  CommoditySwapEngineBuilder
 Engine builder for Commodity Swaps. More...
 

Namespaces

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

Detailed Description

Engine builder for commodity swaps.

Definition in file commodityswap.hpp.