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Fully annotated reference manual - version 1.8.12
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outperformanceoption.cpp File Reference
#include <qle/instruments/outperformanceoption.hpp>
#include <qle/pricingengines/analyticoutperformanceoptionengine.hpp>
#include <ql/exercise.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <boost/make_shared.hpp>

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namespace  QuantExt