numericalintegrationindexcdsoptionengine.cpp File Reference

#include <qle/pricingengines/numericalintegrationindexcdsoptionengine.hpp>
#include <qle/utilities/time.hpp>
#include <ql/exercise.hpp>
#include <ql/math/integrals/simpsonintegral.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/pricingengines/blackformula.hpp>
#include <ql/pricingengines/credit/midpointcdsengine.hpp>
#include <ql/termstructures/credit/flathazardrate.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <boost/math/constants/constants.hpp>
#include <numeric>

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Namespaces
namespace	QuantExt