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Reference manual - version ored_version
Classes | Namespaces
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.