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QuantLib: a free/open-source library for quantitative finance
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collectnodedata.hpp File Reference
#include <ql/types.hpp>
#include <vector>

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Namespaces

namespace  QuantLib
 

Functions

void collectNodeData (MarketModelEvolver &evolver, MarketModelMultiProduct &product, MarketModelNodeDataProvider &dataProvider, MarketModelExerciseValue &rebate, MarketModelExerciseValue &control, Size numberOfPaths, std::vector< std::vector< NodeData > > &collectedData)