vanillaoption.hpp

Langue: en

Autres versions - même langue

Version: 382576 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/vanillaoption.hpp -

Vanilla option on a single asset.

SYNOPSIS


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

Classes


class VanillaOption
Vanilla option (no discrete dividends, no barriers) on a single asset.

Detailed Description

Vanilla option on a single asset.

Author

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