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vanillaoption.hpp
Langue: en
Version: 382576 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/vanillaoption.hpp -Vanilla option on a single asset.
SYNOPSIS
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
Classes
class VanillaOption
Vanilla option (no discrete dividends, no barriers) on a single asset.
Detailed Description
Vanilla option on a single asset.
Author
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