swap.hpp File Reference

Engine builder for Swaps. More...

#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/marketdata.hpp>
#include <qle/models/crossassetmodel.hpp>
#include <qle/pricingengines/discountingcurrencyswapengine.hpp>
#include <qle/pricingengines/discountingswapenginemulticurve.hpp>
#include <qle/pricingengines/mclgmswaptionengine.hpp>
#include <ql/pricingengines/swap/discountingswapengine.hpp>
#include <ql/termstructures/yield/zerospreadedtermstructure.hpp>
#include <boost/make_shared.hpp>

Go to the source code of this file.

Classes
class	SwapEngineBuilderBase
	Engine Builder base class for Single Currency Swaps. More...
class	SwapEngineBuilder
	Engine Builder for Single Currency Swaps. More...
class	SwapEngineBuilderOptimised
	Engine Builder for Single Currency Swaps. More...
class	CrossCurrencySwapEngineBuilderBase
	Engine Builder base class for Cross Currency Swaps. More...
class	CrossCurrencySwapEngineBuilder
	Discounted Cashflows Engine Builder for Cross Currency Swaps. More...
class	CamAmcSwapEngineBuilder
	Implementation of SwapEngineBuilderBase using MC pricer for external cam / AMC. More...

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

Detailed Description

Engine builder for Swaps.

Engine builders for Swaptions.

Definition in file swap.hpp.