option.hpp File Reference

File contains definition of financial option interface. More...

#include <dates/date.hpp>
#include <vector>
#include <instruments/instrumentAuxiliaryTypes.hpp>
#include <utils/smartPointer.hpp>
#include <marketModels/marketModel.hpp>
#include <mathematics/stochasticProcesses/path.hpp>

Go to the source code of this file.

Classes
class	julian::Option
	Class is an abstract interface for single asset financial options. More...

Detailed Description

File contains definition of financial option interface.