ql/Instruments/oneassetoption.hpp File Reference
Detailed Description
Option on a single asset.
#include <ql/option.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/quote.hpp>
#include <ql/Math/sampledcurve.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... | |