Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

pathpayoff.hpp File Reference


Detailed Description

Option payoff classes.

Definition in file pathpayoff.hpp.

#include <ql/math/matrix.hpp>
#include <ql/patterns/visitor.hpp>
#include <functional>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::PathPayoff
 Abstract base class for path-dependent option payoffs. More...


Generated by  Doxygen 1.6.0   Back to index