creditdefaultswapoption.hpp File Reference

credit default swap option trade data model and serialization More...

#include <ored/portfolio/creditdefaultswap.hpp>
#include <ored/portfolio/optiondata.hpp>
#include <boost/optional/optional.hpp>

Classes
class	CreditDefaultSwapOption
class	CreditDefaultSwapOption::AuctionSettlementInformation

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

credit default swap option trade data model and serialization