ql/experimental/compoundoption/compoundoption.hpp File Reference
Compound option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
Include dependency graph for compoundoption.hpp:

Classes | |
class | CompoundOption |
Compound option on a single asset. More... | |
class | CompoundOption::engine |
Compound-option engine base class More... |
Detailed Description
Compound option on a single asset.