barrieroption.hpp File Reference

Barrier Option data model and serialization. More...

#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/barrierdata.hpp>
#include <ored/portfolio/fxderivative.hpp>
#include <ored/portfolio/equityderivative.hpp>
#include <ored/portfolio/tradestrike.hpp>
#include <ql/instruments/barriertype.hpp>

Classes
class	BarrierOption
	Serializable FX Barrier Option. More...
class	FxOptionWithBarrier
class	EquityOptionWithBarrier

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Barrier Option data model and serialization.