quantoengine.hpp

Langue: en

Autres versions - même langue

Version: 374753 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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