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quantovanillaoption.hpp File Reference


Detailed Description

Quanto version of a vanilla option.

Definition in file quantovanillaoption.hpp.

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::QuantoOptionResults< ResultsType >
 Results from quanto option calculation More...
class  QuantLib::QuantoVanillaOption
 quanto version of a vanilla option More...


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