QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
simplechooseroption.hpp File Reference

Simple chooser option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>

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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
 

Detailed Description

Simple chooser option on a single asset.

Definition in file simplechooseroption.hpp.