amccgfxoptionengine.hpp File Reference

AMC CG fx option engine. More...

#include <ored/scripting/engines/amccgbaseengine.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <qle/instruments/cashsettledeuropeanoption.hpp>
#include <qle/instruments/vanillaforwardoption.hpp>

Classes
class	AmcCgFxOptionEngineBase
class	AmcCgFxOptionEngine
class	AmcCgFxEuropeanForwardOptionEngine
class	AmcCgFxEuropeanCSOptionEngine

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

Detailed Description

AMC CG fx option engine.