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

Option payoff classes. More...

#include <ql/math/matrix.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/handle.hpp>
#include <functional>

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Classes

class  PathPayoff
 Abstract base class for path-dependent option payoffs. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Option payoff classes.

Definition in file pathpayoff.hpp.