optiondata.hpp File Reference

trade option data model and serialization More...

#include <ored/portfolio/optionexercisedata.hpp>
#include <ored/portfolio/optionpaymentdata.hpp>
#include <ored/portfolio/premiumdata.hpp>
#include <ored/portfolio/schedule.hpp>
#include <ql/cashflow.hpp>
#include <ql/exercise.hpp>
#include <ql/time/businessdayconvention.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/date.hpp>
#include <ql/time/period.hpp>

Classes
class	OptionData
	Serializable object holding option data. More...
class	ExerciseBuilder

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

Detailed Description

trade option data model and serialization