quantovanillaoption (3) - Linux Manuals
quantovanillaoption: Quanto version of a vanilla option.
Command to display quantovanillaoption manual in Linux: $ man 3 quantovanillaoption
NAME
ql/instruments/quantovanillaoption.hpp - Quanto version of a vanilla option.
SYNOPSIS
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
Classes
class QuantoOptionResults< ResultsType >
Results from quanto option calculation
class QuantoVanillaOption
quanto version of a vanilla option
Detailed Description
Quanto version of a vanilla option.
Author
Generated automatically by Doxygen for QuantLib from the source code.
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