quantovanillaoption.hpp File Reference

Abstract engine builder for Quanto European Options. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/vanillaoption.hpp>
#include <qle/termstructures/flatcorrelation.hpp>
#include <ql/pricingengines/quanto/quantoengine.hpp>

Classes
class	QuantoVanillaOptionEngineBuilder
	Abstract Engine Builder for Quanto Vanilla Options. More...
class	QuantoEuropeanOptionEngineBuilder
	Abstract Engine Builder for Quanto European Vanilla Options. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Abstract engine builder for Quanto European Options.