![]() QuantLib 0.3.9Getting startedReference manual |
QuantoOptionArguments Class Template Reference#include <ql/PricingEngines/Quanto/quantoengine.hpp>
Detailed Descriptiontemplate<class ArgumentsType>
Arguments for quanto option calculation
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Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Real | correlation |
| Handle< YieldTermStructure > | foreignRiskFreeTS |
| Handle< BlackVolTermStructure > | exchRateVolTS |
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