fdminnervaluecalculator.hpp

Langue: en

Autres versions - même langue

Version: 168180 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/fdminnervaluecalculator.hpp - layer of abstraction to calculate the inner value

SYNOPSIS


#include <ql/math/array.hpp>
#include <ql/payoff.hpp>

Detailed Description

layer of abstraction to calculate the inner value

Author

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