pathpayoff.hpp

Langue: en

Autres versions - même langue

Version: 164529 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/mcbasket/pathpayoff.hpp - Option payoff classes.

SYNOPSIS


#include <ql/math/matrix.hpp>
#include <ql/patterns/visitor.hpp>
#include <functional>

Classes


class PathPayoff
Abstract base class for path-dependent option payoffs.

Detailed Description

Option payoff classes.

Author

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