ql/instruments/vanillaoption.hpp File Reference
Detailed Description
Vanilla option on a single asset.
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
Include dependency graph for vanillaoption.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | VanillaOption |
| Vanilla option (no discrete dividends, no barriers) on a single asset. More... | |