instrumentwrapper.hpp File Reference

Base class for wrapper of QL instrument, used to store "state" of trade under each scenario. More...

#include <ql/instrument.hpp>
#include <ql/time/date.hpp>
#include <vector>
#include <boost/timer/timer.hpp>

Classes
class	InstrumentWrapper
	Instrument Wrapper. More...
class	VanillaInstrument
	Vanilla Instrument Wrapper. More...

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

Detailed Description

Base class for wrapper of QL instrument, used to store "state" of trade under each scenario.