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...