perturbativebarrieroptionengine.hpp

Langue: en

Autres versions - même langue

Version: 383763 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp -

perturbative barrier-option engine

SYNOPSIS


#include <ql/instruments/barrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes


class PerturbativeBarrierOptionEngine
perturbative barrier-option engine

Detailed Description

perturbative barrier-option engine

Author

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