commodityswaption.hpp File Reference

Commodity swaption data model and serialization. More...

#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/commodityswap.hpp>

Classes
class	CommoditySwaption

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Commodity swaption data model and serialization.