fxdigitalbarrieroption.cpp File Reference

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/fxoption.hpp>
#include <ored/portfolio/builders/fxdigitalbarrieroption.hpp>
#include <ored/portfolio/builders/fxdigitaloption.hpp>
#include <ored/portfolio/barrieroptionwrapper.hpp>
#include <ored/portfolio/fxdigitalbarrieroption.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ql/errors.hpp>
#include <ql/exercise.hpp>
#include <ql/instruments/barrieroption.hpp>
#include <ql/instruments/compositeinstrument.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <qle/indexes/fxindex.hpp>

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

Functions
bool	checkBarrier (Real spot, Barrier::Type type, Real barrier)