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 | |
rainbow option wrapper for scripted trade