commodityapo.hpp File Reference

Commodity Average Price Option data model and serialization. More...

#include <ored/portfolio/barrierdata.hpp>
#include <ored/portfolio/commoditylegdata.hpp>
#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/tradefactory.hpp>
#include <qle/indexes/commodityindex.hpp>

Classes
class	CommodityAveragePriceOption

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Commodity Average Price Option data model and serialization.