amccgmultilegoptionengine.hpp File Reference

AMC CG multileg option engine. More...

#include <ored/scripting/engines/amccgbaseengine.hpp>
#include <qle/instruments/multilegoption.hpp>

Classes
class	AmcCgMultiLegOptionEngine

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

Detailed Description

AMC CG multileg option engine.