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blackcalculator.hpp
Langue: en
Version: 152096 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/blackcalculator.hpp - Black-formula calculator class.SYNOPSIS
#include <ql/instruments/payoffs.hpp>
Classes
class BlackCalculator
Black 1976 calculator class.
Detailed Description
Black-formula calculator class.
Author
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