QuantoOptionArguments Class Template Reference
#include <ql/PricingEngines/Quanto/quantoengine.hpp>
Detailed Description
template<class ArgumentsType>
class QuantLib::QuantoOptionArguments< ArgumentsType >
Arguments for quanto option calculation
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Real | correlation |
| Handle< YieldTermStructure > | foreignRiskFreeTS |
| Handle< BlackVolTermStructure > | exchRateVolTS |