ql/experimental/compoundoption/compoundoption.hpp File Reference

Compound option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
Include dependency graph for compoundoption.hpp:

Classes

class  CompoundOption
 Compound option on a single asset. More...
class  CompoundOption::engine
 Compound-option engine base class More...

Detailed Description

Compound option on a single asset.