discretizedvanillaoption.hpp

Langue: en

Autres versions - même langue

Version: 377830 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/discretizedvanillaoption.hpp -

discretized vanilla option

SYNOPSIS


#include <ql/discretizedasset.hpp>
#include <ql/methods/lattices/bsmlattice.hpp>
#include <ql/instruments/vanillaoption.hpp>

Detailed Description

discretized vanilla option

Author

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