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Sourcecode: quantlib version File versions

oneassetoption.hpp File Reference


Detailed Description

Option on a single asset.

Definition in file oneassetoption.hpp.

#include <ql/option.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::OneAssetOption
 Base class for options on a single asset. More...
class  QuantLib::OneAssetOption::arguments
 Arguments for single-asset option calculation More...
class  QuantLib::OneAssetOption::ImpliedVolHelper
class  QuantLib::OneAssetOption::results
 Results from single-asset option calculation More...


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