outperformanceoption.hpp File Reference

outperformance option More...

#include <ql/option.hpp>
#include <ql/event.hpp>
#include <qle/indexes/fxindex.hpp>

Classes
class	OutperformanceOption
	Outperformance option. More...
class	OutperformanceOption::arguments
	Arguments for Outperformance option calculation More...
class	OutperformanceOption::results
	Results from Outperformance option calculation More...
class	OutperformanceOption::engine
	base class for outperformance option engines More...

Detailed Description

outperformance option