QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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inner value for a shout option More...
#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
#include <ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp>
Go to the source code of this file.
Classes | |
class | FdmShoutLogInnerValueCalculator |
Namespaces | |
namespace | QuantLib |
inner value for a shout option
Definition in file fdmshoutloginnervaluecalculator.hpp.