QuantoEngine (3) Linux Manual Page

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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