QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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>
Go to the source code of this file.
Classes | |
class | PathPayoff |
Abstract base class for path-dependent option payoffs. More... | |
Namespaces | |
namespace | QuantLib |
Option payoff classes.
Definition in file pathpayoff.hpp.