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

Engine builder for commodity Asian options. More...

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

Classes

class  CommodityEuropeanAsianOptionMCDAAPEngineBuilder
 Discrete Monte Carlo Engine Builder for European Asian Commodity Arithmetic Average Price Options. More...
 
class  CommodityEuropeanAsianOptionMCDAASEngineBuilder
 Discrete Monte Carlo Engine Builder for European Asian Commodity Arithmetic Average Strike Options. More...
 
class  CommodityEuropeanAsianOptionMCDGAPEngineBuilder
 Discrete Monte Carlo Engine Builder for European Asian Commodity Geometric Average Price Options. More...
 
class  CommodityEuropeanAsianOptionADGAPEngineBuilder
 Discrete Analytic Engine Builder for European Asian Commodity Geometric Average Price Options. More...
 
class  CommodityEuropeanAsianOptionADGASEngineBuilder
 Discrete Analytic Engine Builder for European Asian Commodity Geometric Average Strike Options. More...
 
class  CommodityEuropeanAsianOptionACGAPEngineBuilder
 Continuous Analytic Engine Builder for European Asian Commodity Geometric Average Price Options. More...
 
class  CommodityEuropeanAsianOptionTWEngineBuilder
 Discrete Analytic TW Engine Builder for European Asian Commodity Arithmetic Average Price Options. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Engine builder for commodity Asian options.