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quantoforwardvanillaoption.hpp
Langue: en
Version: 382626 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/quantoforwardvanillaoption.hpp -Quanto version of a forward vanilla option.
SYNOPSIS
#include <ql/instruments/quantovanillaoption.hpp>
#include <ql/instruments/forwardvanillaoption.hpp>
Classes
class QuantoForwardVanillaOption
Quanto version of a forward vanilla option.
Detailed Description
Quanto version of a forward vanilla option.
Author
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