ql/option.hpp File Reference


Detailed Description

Base option class.

#include <ql/instrument.hpp>
#include <ql/payoff.hpp>
#include <ql/exercise.hpp>

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Namespaces

namespace  QuantLib

Classes

class  Option
 base option class More...
class  Option::arguments
class  Greeks
 additional option results More...
class  MoreGreeks
 more additional option results More...
class  OptionTypeFormatter
 format option type for output More...

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