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QuantLib_EuropeanOption
Langue: en
Version: 380519 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::EuropeanOption -European option on a single asset.
SYNOPSIS
#include <ql/instruments/europeanoption.hpp>
Inherits QuantLib::VanillaOption.
Public Member Functions
EuropeanOption (const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &)
Detailed Description
European option on a single asset.
Examples:
Replication.cpp.
Author
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