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fdmquantohelper.hpp
Langue: en
Version: 378885 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdmquantohelper.hpp -helper class storing market data needed for the quanto adjustment.
SYNOPSIS
#include <ql/math/array.hpp>
#include <ql/patterns/observable.hpp>
Detailed Description
helper class storing market data needed for the quanto adjustment.
Author
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