ql/instruments/vanillaoption.hpp File Reference


Detailed Description

Vanilla option on a single asset.

#include <ql/instruments/oneassetstrikedoption.hpp>

Include dependency graph for vanillaoption.hpp:


Namespaces

namespace  QuantLib

Classes

class  VanillaOption
 Vanilla option (no discrete dividends, no barriers) on a single asset. More...
class  VanillaOption::engine
 Vanilla option engine base class. More...