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fdmultiperiodengine.hpp
Langue: en
Version: 374679 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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