fxforward.hpp File Reference

Engine builder for FX Forwards. More...

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

Classes
class	FxForwardEngineBuilderBase
	Engine Builder base class for FX Forwards. More...
class	FxForwardEngineBuilder
	Engine Builder for FX Forwards. More...
class	CamAmcFxForwardEngineBuilder
	FX forward engine builder for external cam, with additional simulation dates (AMC) More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Engine builder for FX Forwards.