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fdconditions.hpp
Langue: en
Version: 375655 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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