commodityspreadoption.cpp File Reference

#include <ored/portfolio/builders/commodityspreadoption.hpp>
#include <ored/portfolio/commoditylegbuilder.hpp>
#include <ored/portfolio/commodityspreadoption.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ored/utilities/to_string.hpp>
#include <qle/cashflows/commodityindexedcashflow.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/instruments/commodityspreadoption.hpp>

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

Functions
QuantLib::ext::shared_ptr< OptionPaymentDateAdjuster >	makeOptionPaymentDateAdjuster (CommoditySpreadOptionData &optionData, const std::vector< Date > &expiryDates)