ql/Pricers/singleassetoption.hpp File Reference


Detailed Description

common code for option evaluation

#include <ql/exercise.hpp>
#include <ql/payoff.hpp>

Include dependency graph for singleassetoption.hpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::Pricers

Defines

#define QL_MIN_VOLATILITY   1.0e-4
#define QL_MIN_DIVYIELD   1.0e-7
#define QL_MAX_VOLATILITY   4.0
#define QL_MAX_DIVYIELD   4.0

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