Logo
Reference manual - version ored_version
Classes | Namespaces
equitydoublebarrieroption.hpp File Reference

Equity Double Barrier Option data model and serialization. More...

#include <ored/portfolio/barrieroption.hpp>
#include <ored/portfolio/equityderivative.hpp>
#include <ored/portfolio/barrierdata.hpp>
#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/tradestrike.hpp>
#include <ql/instruments/barriertype.hpp>

Classes

class  EquityDoubleBarrierOption
 Serializable Equity Double Barrier Option. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Equity Double Barrier Option data model and serialization.