QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Vanilla option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/dividendschedule.hpp>
Go to the source code of this file.
Classes | |
class | VanillaOption |
Vanilla option (no discrete dividends, no barriers) on a single asset. More... | |
Namespaces | |
namespace | QuantLib |
Vanilla option on a single asset.
Definition in file vanillaoption.hpp.