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quantoforwardvanillaoption.hpp File Reference


Detailed Description

Quanto version of a forward vanilla option.

Definition in file quantoforwardvanillaoption.hpp.

#include <ql/instruments/quantovanillaoption.hpp>
#include <ql/instruments/forwardvanillaoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::QuantoForwardVanillaOption
 Quanto version of a forward vanilla option. More...


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