amccgpricingengine.hpp File Reference

pricing engine suitable to be used in amc-cg framework More...

#include <ored/scripting/models/modelcg.hpp>
#include <qle/ad/computationgraph.hpp>
#include <set>
#include <string>

Classes
struct	TradeExposure
struct	TradeExposureMetaInfo
class	AmcCgPricingEngine

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

Detailed Description

pricing engine suitable to be used in amc-cg framework