fdmquantohelper.hpp File Reference

helper class storing market data needed for the quanto adjustment. More...

#include <ql/math/array.hpp>
#include <ql/patterns/observable.hpp>

Go to the source code of this file.

Classes
class	FdmQuantoHelper

Namespaces
namespace	QuantLib

Detailed Description

helper class storing market data needed for the quanto adjustment.

Definition in file fdmquantohelper.hpp.