quantocouponpricer.hpp

Langue: en

Autres versions - même langue

Version: 377516 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/coupons/quantocouponpricer.hpp -

quanto-adjusted coupon

SYNOPSIS


#include <ql/cashflows/couponpricer.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quote.hpp>

Detailed Description

quanto-adjusted coupon

Author

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