commodityswaption.hpp File Reference

Engine builder for commodity swaptions. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <qle/pricingengines/commodityswaptionengine.hpp>

Classes
class	CommoditySwaptionEngineBuilder
	Engine builder for Commodity Swaptions. More...
class	CommoditySwaptionAnalyticalEngineBuilder
	Analytical Approximation Engine builder for Commodity Swaptions. More...
class	CommoditySwaptionMonteCarloEngineBuilder
	Monte Carlo Engine builder for Commodity Swaptions. More...

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

Detailed Description

Engine builder for commodity swaptions.