Fully annotated reference manual - version 1.8.12
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ored
portfolio
builders
quantoequityoption.cpp
Go to the documentation of this file.
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/*
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Copyright (C) 2021 Quaternion Risk Management Ltd
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All rights reserved.
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This file is part of ORE, a free-software/open-source library
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for transparent pricing and risk analysis - http://opensourcerisk.org
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ORE is free software: you can redistribute it and/or modify it
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under the terms of the Modified BSD License. You should have received a
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copy of the license along with this program.
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The license is also available online at <http://opensourcerisk.org>
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This program is distributed on the basis that it will form a useful
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contribution to risk analytics and model standardisation, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
ored/portfolio/builders/quantoequityoption.hpp
>
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namespace
ore
{
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namespace
data
{
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}
// namespace data
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}
// namespace ore
data
@ data
Definition:
log.hpp:77
ore
Serializable Credit Default Swap.
Definition:
namespaces.docs:23
quantoequityoption.hpp
Engine builder for quanto equity options.
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