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

Option on a single asset. More...

#include <ql/option.hpp>

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Classes

class  OneAssetOption
 Base class for options on a single asset. More...
 
class  OneAssetOption::results
 Results from single-asset option calculation More...
 
class  OneAssetOption::engine
 

Namespaces

namespace  QuantLib
 

Detailed Description

Option on a single asset.

Definition in file oneassetoption.hpp.