QuantoOptionArguments Class Template Reference

#include <ql/Instruments/quantovanillaoption.hpp>

List of all members.


Detailed Description

template<class ArgumentsType>
class QuantLib::QuantoOptionArguments< ArgumentsType >

Arguments for quanto option calculation


Public Member Functions

void validate () const

Public Attributes

double correlation
RelinkableHandle< TermStructureforeignRiskFreeTS
RelinkableHandle< BlackVolTermStructureexchRateVolTS


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