vanillaoption.hpp File Reference

vanilla option representation More...

#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/tradestrike.hpp>
#include <ored/utilities/parsers.hpp>

Go to the source code of this file.

Classes
class	VanillaOptionTrade
	Serializable Vanilla Option. More...

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

Detailed Description

vanilla option representation

Vanilla Option data model.

Definition in file vanillaoption.hpp.