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compoundoption.hpp
Langue: en
Version: 381554 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/compoundoption/compoundoption.hpp -Compound option on a single asset.
SYNOPSIS
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
Classes
class CompoundOption
Compound option on a single asset.
class CompoundOption::engine
Compound-option engine base class
Detailed Description
Compound option on a single asset.
Author
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