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

Complex chooser option. More...

#include <ql/instruments/oneassetoption.hpp>

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Classes

class  ComplexChooserOption
 Complex chooser option. More...
 
class  ComplexChooserOption::arguments
 Extra arguments for complex chooser option. More...
 
class  ComplexChooserOption::engine
 Complex-chooser-option engine base class. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Complex chooser option.

Definition in file complexchooseroption.hpp.