ql/PricingEngines/Quanto/quantoengine.hpp File Reference


Detailed Description

Quanto option engine.

#include <ql/pricingengine.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/TermStructures/quantotermstructure.hpp>
#include <ql/Instruments/payoffs.hpp>

Include dependency graph for quantoengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  QuantoOptionArguments
 Arguments for quanto option calculation More...
class  QuantoOptionResults
 Results from quanto option calculation More...
class  QuantoEngine
 Quanto engine base class. More...