scriptedinstrumentpricingenginecg.hpp File Reference

scripted instrument pricing engine using a cg model More...

#include <qle/ad/external_randomvariable_ops.hpp>
#include <ored/scripting/models/modelcg.hpp>
#include <ored/scripting/ast.hpp>
#include <ored/scripting/computationgraphbuilder.hpp>
#include <ored/scripting/context.hpp>
#include <ored/scripting/paylog.hpp>
#include <ored/scripting/scriptedinstrument.hpp>
#include <ored/configuration/conventions.hpp>

Classes
class	ScriptedInstrumentPricingEngineCG

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

scripted instrument pricing engine using a cg model