QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Quanto version of a vanilla option. More...
Go to the source code of this file.
Classes | |
class | QuantoOptionResults< ResultsType > |
Results from quanto option calculation More... | |
class | QuantoVanillaOption |
quanto version of a vanilla option More... | |
Namespaces | |
namespace | QuantLib |
Quanto version of a vanilla option.
Definition in file quantovanillaoption.hpp.