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pathpricer.hpp
Langue: en
Version: 382739 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/montecarlo/pathpricer.hpp -base class for single-path pricers
SYNOPSIS
#include <ql/option.hpp>
#include <ql/types.hpp>
#include <functional>
Classes
class PathPricer< PathType, ValueType >
base class for path pricers
Detailed Description
base class for single-path pricers
Author
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