basketoption.hpp File Reference

basket option wrapper for scripted trade More...

#include <ored/portfolio/scriptedtrade.hpp>
#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/tradestrike.hpp>
#include <ored/portfolio/underlying.hpp>

Classes
class	BasketOption
class	EquityBasketOption
class	FxBasketOption
class	CommodityBasketOption

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

basket option wrapper for scripted trade