quantoengine (3) - Linux Manuals

quantoengine: Quanto option engine.

NAME

ql/pricingengines/quanto/quantoengine.hpp - Quanto option engine.

SYNOPSIS

#include <ql/instruments/quantovanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/yield/quantotermstructure.hpp>
#include <ql/instruments/payoffs.hpp>

Classes

class QuantoEngine< Instr, Engine >
Quanto engine.

Detailed Description

Quanto option engine.

Author

Generated automatically by Doxygen for QuantLib from the source code.