futureoptionhelper.hpp File Reference

calibration helper for Black-Scholes options More...

#include <ql/instruments/vanillaoption.hpp>
#include <ql/models/calibrationhelper.hpp>
#include <qle/termstructures/pricetermstructure.hpp>

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Classes
class	FutureOptionHelper
	Future Option Helper. More...

Namespaces
namespace	QuantExt

Detailed Description

calibration helper for Black-Scholes options

Definition in file futureoptionhelper.hpp.