![]() QuantLib 0.3.9Getting startedReference manual |
VanillaOption Class Reference |
Public Member Functions | |
VanillaOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) | |
Classes | |
class | engine |
Vanilla option engine base class. More... |
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