QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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) |