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cliquetengines
Langue: en
Version: 161379 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
Cliquet option engines -Classes
class AnalyticCliquetEngine
Pricing engine for Cliquet options using analytical formulae.
class AnalyticPerformanceEngine
Pricing engine for performance options using analytical formulae.
Detailed Description
Author
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