knockoutswap.hpp File Reference

knock out swap wrapper for scripted trade More...

#include <ored/portfolio/scriptedtrade.hpp>
#include <ored/portfolio/barrierdata.hpp>
#include <ored/portfolio/trade.hpp>

Classes
class	KnockOutSwap

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

Detailed Description

knock out swap wrapper for scripted trade