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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 |
RelinkableHandle< TermStructure > | foreignRiskFreeTS |
RelinkableHandle< BlackVolTermStructure > | exchRateVolTS |
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