europeanoptionbarrier.hpp File Reference

European option with barrier wrapper for scripted trade. More...

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

Classes
class	EuropeanOptionBarrier

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

European option with barrier wrapper for scripted trade.