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.