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

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

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

Go to the source code of this file.

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.