quantovanillaoption.hpp File Reference

Abstract engine builder for Quanto European Options. More...

#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/vanillaoption.hpp>
#include <qle/termstructures/flatcorrelation.hpp>
#include <ql/pricingengines/quanto/quantoengine.hpp>
#include <ql/methods/finitedifferences/utilities/fdmquantohelper.hpp>

Classes
class	QuantoVanillaOptionEngineBuilder
	Abstract Engine Builder for Quanto Vanilla Options. More...
class	QuantoEuropeanOptionEngineBuilder
	Abstract Engine Builder for Quanto European Vanilla Options. More...
class	QuantoAmericanOptionEngineBuilder
	Abstract Engine Builder for Quanto American Vanilla Options. More...

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

Detailed Description

Abstract engine builder for Quanto European Options.