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discretizedvanillaoption.hpp
Langue: en
Version: 160409 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/vanilla/discretizedvanillaoption.hpp - discretized vanilla optionSYNOPSIS
#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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