holderextensibleoption.hpp File Reference

Holder-extensible option. More...

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

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Classes
class	HolderExtensibleOption
class	HolderExtensibleOption::arguments
class	HolderExtensibleOption::engine

Namespaces
namespace	QuantLib

Detailed Description

Holder-extensible option.

Definition in file holderextensibleoption.hpp.