holderextensibleoption.hpp File Reference

Holder-extensible option. More...

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

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Classes
class	HolderExtensibleOption
	Holder-extensible option. More...
class	HolderExtensibleOption::arguments
	Arguments for holder-extensible option More...
class	HolderExtensibleOption::engine
	Base class for holder-extensible option engine. More...

Namespaces
namespace	QuantLib

Detailed Description

Holder-extensible option.

Definition in file holderextensibleoption.hpp.