Wrapper for option instruments, tracks whether option has been exercised or not. More...

#include <ored/portfolio/instrumentwrapper.hpp>

Classes
class	OptionWrapper
	Option Wrapper. More...

class	EuropeanOptionWrapper
	European Option Wrapper. More...

class	AmericanOptionWrapper
	American Option Wrapper. More...

class	BermudanOptionWrapper
	Bermudan Option Wrapper. More...

Namespaces
	ore
	Serializable Credit Default Swap.

	ore::data

Detailed Description

Wrapper for option instruments, tracks whether option has been exercised or not.

Classes