compoundoption.hpp File Reference

Compound option on a single asset. More...

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...
 

Namespaces

 QuantLib
 

Detailed Description

Compound option on a single asset.