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Reference manual - version ored_version
Classes | Namespaces
equityoption.hpp File Reference

Engine builder for equity options. More...

#include <ored/portfolio/builders/vanillaoption.hpp>

Classes

class  EquityEuropeanOptionEngineBuilder
 Engine Builder for European Equity Option Options. More...
 
class  EquityEuropeanCSOptionEngineBuilder
 
class  EquityAmericanOptionFDEngineBuilder
 Engine Builder for American Equity Options using Finite Difference Method. More...
 
class  EquityAmericanOptionBAWEngineBuilder
 Engine Builder for American Equity Options using Barone Adesi Whaley Approximation. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Engine builder for equity options.