QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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analyticgjrgarchengine.cpp File Reference
#include <ql/pricingengines/vanilla/analyticgjrgarchengine.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/instruments/payoffs.hpp>
#include <cmath>

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namespace  QuantLib