QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Option payoff classes. More...
#include <ql/types.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/errors.hpp>
#include <functional>
Go to the source code of this file.
Classes | |
class | Payoff |
Abstract base class for option payoffs. More... | |
Namespaces | |
namespace | QuantLib |
Option payoff classes.
Definition in file payoff.hpp.