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

double digital option wrapper for scripted trade More...

#include <ored/portfolio/scriptedtrade.hpp>
#include <ored/portfolio/trade.hpp>

Classes

class  DoubleDigitalOption
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

double digital option wrapper for scripted trade