quantovanillaoption.hpp

Langue: en

Autres versions - même langue

Version: 373466 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/quantovanillaoption.hpp -

Quanto version of a vanilla option.

SYNOPSIS


#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>

Classes


class QuantoOptionResults< ResultsType >
Results from quanto option calculation
class QuantoVanillaOption
quanto version of a vanilla option

Detailed Description

Quanto version of a vanilla option.

Author

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