genericbarrieroption.hpp File Reference

generic barrier option wrapper for scripted trade More...

#include <ored/portfolio/scriptedtrade.hpp>
#include <ored/portfolio/barrierdata.hpp>
#include <ored/portfolio/optiondata.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/underlying.hpp>

Classes
class	GenericBarrierOption
class	EquityGenericBarrierOption
class	FxGenericBarrierOption
class	CommodityGenericBarrierOption

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

generic barrier option wrapper for scripted trade