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multipath.hpp
Langue: en
Version: 378884 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/montecarlo/multipath.hpp -Correlated multiple asset paths.
SYNOPSIS
#include <ql/methods/montecarlo/path.hpp>
Classes
class MultiPath
Correlated multiple asset paths.
Detailed Description
Correlated multiple asset paths.
Author
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