Wrapper for option instruments, tracks whether option has been exercised or not. More...
#include <ored/portfolio/instrumentwrapper.hpp>
Classes | |
class | OptionWrapper |
Option Wrapper. More... | |
class | EuropeanOptionWrapper |
European Option Wrapper. More... | |
class | AmericanOptionWrapper |
American Option Wrapper. More... | |
class | BermudanOptionWrapper |
Bermudan Option Wrapper. More... | |
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
Wrapper for option instruments, tracks whether option has been exercised or not.