QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
fdmshoutloginnervaluecalculator.hpp File Reference

inner value for a shout option More...

#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
#include <ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp>

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Classes

class  FdmShoutLogInnerValueCalculator
 

Namespaces

namespace  QuantLib
 

Detailed Description

inner value for a shout option

Definition in file fdmshoutloginnervaluecalculator.hpp.