vanillastorageoption.hpp File Reference

vanilla storage option class More...

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

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Classes
class	VanillaStorageOption
	base option class More...
class	VanillaStorageOption::arguments

Namespaces
namespace	QuantLib

Detailed Description

vanilla storage option class

Definition in file vanillastorageoption.hpp.