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

Engine builder for quanto equity options. More...

#include <ored/portfolio/builders/quantovanillaoption.hpp>

Classes

class  QuantoEquityEuropeanOptionEngineBuilder
 Engine Builder for Quanto European Equity Option Options. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Engine builder for quanto equity options.