fxforward.hpp File Reference

Engine builder for FX Forwards. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <qle/pricingengines/discountingfxforwardengine.hpp>

Go to the source code of this file.

Classes
class	FxForwardEngineBuilderBase
	Engine Builder base class for FX Forwards. More...
class	FxForwardEngineBuilder
	Engine Builder for FX Forwards. More...
class	CamAmcFxForwardEngineBuilder
	FX forward engine builder for external cam, with additional simulation dates (AMC) More...

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

Detailed Description

Engine builder for FX Forwards.

Definition in file fxforward.hpp.