Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
Classes | Namespaces
europeanoptionbarrier.hpp File Reference

European option with barrier wrapper for scripted trade. More...

#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/scriptedtrade.hpp>

Go to the source code of this file.

Classes

class  EuropeanOptionBarrier
 

Namespaces

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

Detailed Description

European option with barrier wrapper for scripted trade.

Definition in file europeanoptionbarrier.hpp.