QuantoOptionArguments Class Template Reference
#include <ql/pricingengines/quanto/quantoengine.hpp>
Detailed Description
template<class ArgumentsType>
class QuantLib::QuantoOptionArguments< ArgumentsType >
Arguments for quanto option calculation
Public Member Functions | |
void | validate () const |
Public Attributes | |
Real | correlation |
Handle< YieldTermStructure > | foreignRiskFreeTS |
Handle< BlackVolTermStructure > | exchRateVolTS |