pathpayoff.hpp

Langue: en

Autres versions - même langue

Version: 379888 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/mcbasket/pathpayoff.hpp -

Option payoff classes.

SYNOPSIS


#include <ql/math/matrix.hpp>
#include <ql/patterns/visitor.hpp>
#include <functional>

Classes


class PathPayoff
Abstract base class for path-dependent option payoffs.

Detailed Description

Option payoff classes.

Author

Generated automatically by Doxygen for QuantLib from the source code.