intrinsic engine for Ascots More...
#include <qle/instruments/ascot.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
Classes | |
class | IntrinsicAscotEngine |
Intrinsic engine for Ascots. More... | |
intrinsic engine for Ascots