windowbarrieroption.hpp File Reference

window barrier option - wrapper for scripted trade More...

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

Classes
class	WindowBarrierOption
class	EquityWindowBarrierOption
class	FxWindowBarrierOption
class	CommodityWindowBarrierOption

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

window barrier option - wrapper for scripted trade