rainbowoption.hpp File Reference

rainbow option wrapper for scripted trade More...

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

Classes
class	RainbowOption
class	EquityRainbowOption
class	FxRainbowOption
class	CommodityRainbowOption

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

rainbow option wrapper for scripted trade