writerextensibleoption.hpp File Reference

Writer-extensible option. More...

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

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Classes
class	WriterExtensibleOption
	Writer-extensible option. More...
class	WriterExtensibleOption::arguments
	Additional arguments for writer-extensible option. More...
class	WriterExtensibleOption::engine
	Base engine. More...

Namespaces
namespace	QuantLib

Detailed Description

Writer-extensible option.

Definition in file writerextensibleoption.hpp.