QuantLib: C:/dev/QuantLib/ql/instruments/quantobarrieroption.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Quanto version of a barrier option. More...

#include <ql/instruments/quantovanillaoption.hpp>
#include <ql/instruments/barrieroption.hpp>

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Classes
class	QuantoBarrierOption
	Quanto version of a barrier option. More...

Namespaces
namespace	QuantLib

Detailed Description

Quanto version of a barrier option.

Definition in file quantobarrieroption.hpp.