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Reference manual - version ored_version
commodityschwartzmodelbuilder.hpp File Reference

Builder for a Lognormal COM model component. More...

#include <map>
#include <ostream>
#include <vector>
#include <ored/marketdata/market.hpp>
#include <ored/model/commodityschwartzmodeldata.hpp>
#include <qle/models/marketobserver.hpp>
#include <qle/models/modelbuilder.hpp>
#include <qle/models/crossassetmodel.hpp>

Classes

class  CommoditySchwartzModelBuilder
 Builder for a COM model component. More...

Namespaces

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

Detailed Description

Builder for a Lognormal COM model component.