Rechercher une page de manuel
singleassetoption.hpp
Langue: en
Version: 159094 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/pricers/singleassetoption.hpp - common code for option evaluationSYNOPSIS
#include <ql/instruments/payoffs.hpp>
Classes
class SingleAssetOption
Black-Scholes-Merton option.
Detailed Description
common code for option evaluation
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre