QuantoOptionArguments Class Template Reference

#include <ql/PricingEngines/Quanto/quantoengine.hpp>

List of all members.


Detailed Description

template<class ArgumentsType>
class QuantLib::QuantoOptionArguments< ArgumentsType >

Arguments for quanto option calculation


Public Member Functions

void validate () const

Public Attributes

Real correlation
RelinkableHandle< TermStructureforeignRiskFreeTS
RelinkableHandle< BlackVolTermStructureexchRateVolTS


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen