QuantLib: C:/dev/QuantLib/ql/experimental/barrieroption/quantodoublebarrieroption.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Quanto version of a double barrier option. More...

#include <ql/instruments/quantovanillaoption.hpp>
#include <ql/instruments/doublebarrieroption.hpp>

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Classes
class	QuantoDoubleBarrierOption
	Quanto version of a double barrier option. More...

Namespaces
namespace	QuantLib

Detailed Description

Quanto version of a double barrier option.

Definition in file quantodoublebarrieroption.hpp.