singleassetoption.hpp

Langue: en

Version: 159094 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/pricers/singleassetoption.hpp - common code for option evaluation

SYNOPSIS


#include <ql/instruments/payoffs.hpp>

Classes


class SingleAssetOption
Black-Scholes-Merton option.

Detailed Description

common code for option evaluation

Author

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