fdmultiperiodengine.hpp

Langue: en

Autres versions - même langue

Version: 374679 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/fdmultiperiodengine.hpp -

base engine for options with events happening at specific times

SYNOPSIS


#include <ql/pricingengines/vanilla/fdvanillaengine.hpp>
#include <ql/instruments/oneassetoption.hpp>
#include <ql/methods/finitedifferences/fdtypedefs.hpp>
#include <ql/event.hpp>
#include <ql/exercise.hpp>

Detailed Description

base engine for options with events happening at specific times

Author

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