quantovanillaoption.hpp File Reference

Quanto version of a vanilla option. More...

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

Go to the source code of this file.

Classes
class	QuantoOptionResults< ResultsType >
	Results from quanto option calculation More...
class	QuantoVanillaOption
	quanto version of a vanilla option More...

Namespaces
namespace	QuantLib

Detailed Description

Quanto version of a vanilla option.

Definition in file quantovanillaoption.hpp.