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pathpayoff.hpp
Langue: en
Version: 379888 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/mcbasket/pathpayoff.hpp -Option payoff classes.
SYNOPSIS
#include <ql/math/matrix.hpp>
#include <ql/patterns/visitor.hpp>
#include <functional>
Classes
class PathPayoff
Abstract base class for path-dependent option payoffs.
Detailed Description
Option payoff classes.
Author
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