#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>
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... | |
Option class.