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perturbativebarrieroptionengine.hpp
Langue: en
Version: 172175 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp - perturbative barrier-option engineSYNOPSIS
#include <ql/instruments/barrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class PerturbativeBarrierOptionEngine
perturbative barrier-option engine
Detailed Description
perturbative barrier-option engine
Author
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