commodityspreadoption.hpp File Reference

Option class. More...

#include <ql/exercise.hpp>
#include <ql/instruments/swaption.hpp>
#include <ql/option.hpp>
#include <ql/termstructures/volatility/volatilitytype.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/cashflows/commoditycashflow.hpp>
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/indexes/fxindex.hpp>

Go to the source code of this file.

Classes
class	CommoditySpreadOption
	Commodity Spread Option. More...
class	CommoditySpreadOption::arguments
	Arguments for commodity spread option calculation More...
class	CommoditySpreadOption::engine
	base class for commodity spread option engines More...

Namespaces
namespace	QuantExt

Detailed Description

Option class.

Definition in file commodityspreadoption.hpp.