foreignRiskFreeRate_ (3) Linux Manual Page
QuantLib::QuantoEngine – Quanto engine. Synopsis#include <ql/pricingengines/quanto/quantoengine.hpp> Inherits GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >. Public Member FunctionsQuantoEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, const Handle< YieldTermStructure > &foreignRiskFreeRate, const Handle< BlackVolTermStructure > &exchangeRateVolatility, const Handle< Quote > &correlation) void calculate () const Protected Attributesboost::shared_ptr< GeneralizedBlackScholesProcess > process_ Handle< YieldTermStructure > foreignRiskFreeRate_ Handle< BlackVolTermStructure > exchangeRateVolatility_ Handle< Quote…
