ql/legacy/pricers/mcperformanceoption.hpp File Reference
Detailed Description
Performance option priced with Monte Carlo simulation.
#include <ql/option.hpp>
#include <ql/types.hpp>
#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>
Include dependency graph for mcperformanceoption.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | McPerformanceOption |
Performance option computed using Monte Carlo simulation. More... |