commodityapo.hpp File Reference

Engine builder for commodity average price options. More...

#include <ored/portfolio/builders/commodityapomodelbuilder.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <qle/pricingengines/commodityapoengine.hpp>
#include <boost/make_shared.hpp>

Classes
class	CommodityApoBaseEngineBuilder
	Engine builder base class for Commodity Average Price Options. More...
class	CommodityApoAnalyticalEngineBuilder
	Analytical Engine builder for Commodity Average Price Options. More...
class	CommodityApoMonteCarloEngineBuilder
	Monte Carlo Engine builder for Commodity Average Price Options. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Engine builder for commodity average price options.