compoundoption.hpp

Langue: en

Version: 381554 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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