Quanto version of a vanilla option. More...
#include <ql/instruments/oneassetoption.hpp>#include <ql/instruments/payoffs.hpp>
Classes | |
| class | QuantoOptionResults< ResultsType > |
| Results from quanto option calculation More... | |
| class | QuantoVanillaOption |
| quanto version of a vanilla option More... | |
Quanto version of a vanilla option.