commoditydigitaloption.hpp File Reference

Commodity digital option representation as call spread. More...

#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/vanillaoption.hpp>

Go to the source code of this file.

Classes
class	CommodityDigitalOption
	Commodity digital option trade representation as call spread. More...

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

Detailed Description

Commodity digital option representation as call spread.

Definition in file commoditydigitaloption.hpp.