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fdblackscholesvanillaengine.hpp
Langue: en
Version: 170913 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp - Finite-Differences Black Scholes vanilla option engine.SYNOPSIS
#include <ql/pricingengine.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class FdBlackScholesVanillaEngine
Finite-Differences Black Scholes vanilla option engine.
Detailed Description
Finite-Differences Black Scholes vanilla option engine.
Author
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