cliquetoption.hpp File Reference

Engine builder for cliquet options. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/vanillaoption.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/portfolio/builders/cliquetoption.hpp>
#include <ored/portfolio/scriptedtrade.hpp>

Classes
class	CliquetOptionEngineBuilder
	Engine builder for Cliquet Options. More...
class	EquityCliquetOptionEngineBuilder
	Engine Builder for Equity Cliquet Options. More...
class	EquityCliquetOptionMcScriptEngineBuilder

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

Detailed Description

Engine builder for cliquet options.