equitycompositeoption.hpp File Reference

Engine builder for equity composite options. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/quotes/compositequote.hpp>
#include <qle/termstructures/blackvolsurfaceproxy.hpp>
#include <ql/pricingengines/vanilla/analyticeuropeanengine.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/termstructures/flatcorrelation.hpp>

Classes
class	EquityEuropeanCompositeEngineBuilder
	Engine Builder for Composite European Equity Options. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Engine builder for equity composite options.