pairwisevarianceswap.hpp File Reference

pairwise variance swap engine builder More...

#include <ored/utilities/parsers.hpp>
#include <qle/pricingengines/pairwisevarianceswapengine.hpp>
#include <string>
#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/version.hpp>
#include <qle/termstructures/flatcorrelation.hpp>

Classes
class	PairwiseVarSwapEngineBuilder
	Engine Builder for Pairwise Variance Swaps. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

pairwise variance swap engine builder