fdmquantohelper.hpp

Langue: en

Version: 378885 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/fdmquantohelper.hpp -

helper class storing market data needed for the quanto adjustment.

SYNOPSIS


#include <ql/math/array.hpp>
#include <ql/patterns/observable.hpp>

Detailed Description

helper class storing market data needed for the quanto adjustment.

Author

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