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Sourcecode: quantlib version File versions  Download package

oneassetoption.hpp File Reference

Detailed Description

Option on a single asset.

Definition in file oneassetoption.hpp.

#include <ql/option.hpp>

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namespace  QuantLib


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

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