QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
compoundoption.hpp File Reference

Compound option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>

Go to the source code of this file.

Classes

class  CompoundOption
 Compound option (i.e., option on option) on a single asset. More...
 
class  CompoundOption::arguments
 
class  CompoundOption::engine
 Compound-option engine base class More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Compound option on a single asset.

Definition in file compoundoption.hpp.