commodityswap.hpp File Reference

Engine builder for commodity swaps. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ql/pricingengines/swap/discountingswapengine.hpp>

Classes
class	CommoditySwapEngineBuilder
	Engine builder for Commodity Swaps. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Engine builder for commodity swaps.