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Sourcecode: quantlib version File versions  Download package

simplechooseroption.hpp File Reference

Simple chooser option on a single asset. More...

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Classes

class  QuantLib::SimpleChooserOption::arguments
 Extra arguments for single chooser option. More...
class  QuantLib::SimpleChooserOption::engine
 Simple chooser option engine base class. More...
class  QuantLib::SimpleChooserOption
 Simple chooser option. More...

Namespaces

namespace  QuantLib

Detailed Description

Simple chooser option on a single asset.

Definition in file simplechooseroption.hpp.


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