vanillaswingoption.hpp File Reference

vanilla swing option class More...

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

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Classes
class	SwingExercise
	Swing exercise. More...
class	VanillaForwardPayoff
class	VanillaSwingOption
	base option class More...
class	VanillaSwingOption::arguments

Namespaces
namespace	QuantLib

Detailed Description

vanilla swing option class

Definition in file vanillaswingoption.hpp.