ql/instruments/oneassetoption.hpp File Reference
Detailed Description
Option on a single asset.
#include <ql/option.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/quotes/simplequote.hpp>
Include dependency graph for oneassetoption.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | OneAssetOption |
Base class for options on a single asset. More... | |
class | OneAssetOption::arguments |
Arguments for single-asset option calculation More... | |
class | OneAssetOption::results |
Results from single-asset option calculation More... |