ql/instruments/quantovanillaoption.hpp File Reference

Quanto version of a vanilla option. More...

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

Include dependency graph for quantovanillaoption.hpp:


Classes

class  QuantoOptionResults
 Results from quanto option calculation More...
class  QuantoVanillaOption
 quanto version of a vanilla option More...

Detailed Description

Quanto version of a vanilla option.