fdconditions.hpp

Langue: en

Autres versions - même langue

Version: 375655 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/fdconditions.hpp -

Finite-difference templates to generate engines.

SYNOPSIS


#include <ql/methods/finitedifferences/fdtypedefs.hpp>
#include <ql/methods/finitedifferences/americancondition.hpp>
#include <ql/methods/finitedifferences/shoutcondition.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/interestrate.hpp>

Detailed Description

Finite-difference templates to generate engines.

Author

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