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basketengines
Langue: en
Version: 163071 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
Basket option engines -Classes
class MCAmericanBasketEngine< RNG >
least-square Monte Carlo engine
class MCBasketEngine< RNG, S >
Pricing engine for basket options using Monte Carlo simulation.
class StulzEngine
Pricing engine for 2D European Baskets.
Detailed Description
Author
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