Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
ored
portfolio
builders
commodityasianoption.cpp
Go to the documentation of this file.
1
/*
2
Copyright (C) 2020 Skandinaviska Enskilda Banken AB (publ)
3
All rights reserved.
4
5
This file is part of ORE, a free-software/open-source library
6
for transparent pricing and risk analysis - http://opensourcerisk.org
7
ORE is free software: you can redistribute it and/or modify it
8
under the terms of the Modified BSD License. You should have received a
9
copy of the license along with this program.
10
The license is also available online at <http://opensourcerisk.org>
11
This program is distributed on the basis that it will form a useful
12
contribution to risk analytics and model standardisation, but WITHOUT
13
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
14
FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
15
*/
16
17
#include <
ored/portfolio/builders/commodityasianoption.hpp
>
18
19
namespace
ore
{
20
namespace
data
{
21
}
// namespace data
22
}
// namespace ore
commodityasianoption.hpp
Engine builder for commodity Asian options.
data
@ data
Definition:
log.hpp:77
ore
Serializable Credit Default Swap.
Definition:
namespaces.docs:23
Generated by
Doxygen
1.9.5