barrieroptionwrapper.hpp File Reference

Wrapper for option instruments, tracks whether option has been exercised or not. More...

#include <ored/portfolio/instrumentwrapper.hpp>
#include <ored/portfolio/optionwrapper.hpp>
#include <ql/instruments/doublebarriertype.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/index.hpp>
#include <qle/instruments/payment.hpp>

Classes
class	BarrierOptionWrapper
	Barrier Option Wrapper. More...
class	SingleBarrierOptionWrapper
class	DoubleBarrierOptionWrapper

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Wrapper for option instruments, tracks whether option has been exercised or not.