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quantoengine.hpp
Langue: en
Version: 374753 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/quanto/quantoengine.hpp -Quanto option engine.
SYNOPSIS
#include <ql/instruments/quantovanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/yield/quantotermstructure.hpp>
#include <ql/instruments/payoffs.hpp>
Classes
class QuantoEngine< Instr, Engine >
Quanto engine.
Detailed Description
Quanto option engine.
Author
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