compoundoption.hpp File Reference

Compound option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>

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Classes
class	CompoundOption
	Compound option (i.e., option on option) on a single asset. More...
class	CompoundOption::arguments
class	CompoundOption::engine
	Compound-option engine base class More...

Namespaces
namespace	QuantLib

Detailed Description

Compound option on a single asset.

Definition in file compoundoption.hpp.