QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Margrabe option on two assets. More...
#include <ql/instruments/multiassetoption.hpp>
Go to the source code of this file.
Classes | |
class | MargrabeOption |
Margrabe option on two assets. More... | |
class | MargrabeOption::arguments |
Extra arguments for Margrabe option. More... | |
class | MargrabeOption::results |
Extra results for Margrabe option. More... | |
class | MargrabeOption::engine |
Margrabe option engine base class More... | |
Namespaces | |
namespace | QuantLib |
Margrabe option on two assets.
Definition in file margrabeoption.hpp.