ql/option.hpp File Reference


Detailed Description

Base option class.

#include <ql/instrument.hpp>
#include <ql/payoff.hpp>
#include <ql/exercise.hpp>
#include <ql/math/sampledcurve.hpp>

Include dependency graph for option.hpp:


Namespaces

namespace  QuantLib

Classes

class  Option
 base option class More...
class  Option::arguments
 basic option arguments More...
class  Greeks
 additional option results More...
class  MoreGreeks
 more additional option results More...