QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Simple chooser option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>
Go to the source code of this file.
Classes | |
class | SimpleChooserOption |
Simple chooser option. More... | |
class | SimpleChooserOption::arguments |
Extra arguments for single chooser option. More... | |
class | SimpleChooserOption::engine |
Simple-chooser-option engine base class. More... | |
Namespaces | |
namespace | QuantLib |
Simple chooser option on a single asset.
Definition in file simplechooseroption.hpp.