quantovanillaoption (3) - Linux Manuals

quantovanillaoption: Quanto version of a vanilla option.

NAME

ql/instruments/quantovanillaoption.hpp - Quanto version of a vanilla option.

SYNOPSIS

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

Classes

class QuantoOptionResults< ResultsType >
Results from quanto option calculation
class QuantoVanillaOption
quanto version of a vanilla option

Detailed Description

Quanto version of a vanilla option.

Author

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