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capfloorengines
Langue: en
Version: 383794 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
Cap/floor engines -Classes
class AnalyticCapFloorEngine
Analytic engine for cap/floor.
class BlackCapFloorEngine
Black-formula cap/floor engine.
class MCHullWhiteCapFloorEngine< RNG, S >
Monte Carlo Hull-White engine for cap/floors.
class TreeCapFloorEngine
Numerical lattice engine for cap/floors.
Author
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