scriptedinstrumentamccalculator.hpp File Reference

amc calculator for scripted trades More...

#include <ored/scripting/models/amcmodel.hpp>
#include <ored/scripting/models/model.hpp>
#include <ored/scripting/ast.hpp>
#include <ored/scripting/context.hpp>
#include <ored/scripting/scriptedinstrument.hpp>
#include <qle/pricingengines/amccalculator.hpp>
#include <ored/configuration/conventions.hpp>

Classes
class	ScriptedInstrumentAmcCalculator

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

amc calculator for scripted trades