amccgbaseengine.hpp File Reference

AMC CG base engine. More...

#include <ored/scripting/engines/amccgpricingengine.hpp>
#include <ored/scripting/models/modelcg.hpp>
#include <ql/instruments/swap.hpp>
#include <ql/instruments/swaption.hpp>
#include <ql/exercise.hpp>

Classes
class	AmcCgBaseEngine

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

AMC CG base engine.