commodityapo.hpp File Reference

Swaption class. More...

#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/swaption.hpp>
#include <ql/option.hpp>
#include <ql/exercise.hpp>
#include <ql/termstructures/volatility/volatilitytype.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/cashflows/commodityindexedcashflow.hpp>

Classes
class	CommodityAveragePriceOption
	Commodity Average Price Option. More...
class	CommodityAveragePriceOption::arguments
	Arguments for commodity APO calculation More...
class	CommodityAveragePriceOption::engine
	base class for APO engines More...

Detailed Description

Swaption class.