Quanto version of a vanilla option. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
Classes | |
class | QuantoOptionResults< ResultsType > |
Results from quanto option calculation More... | |
class | QuantoVanillaOption |
quanto version of a vanilla option More... |
Quanto version of a vanilla option.