fdmspreadpayoffinnervalue.hpp File Reference

inner value calculator for a spread payoff More...

#include <ql/instruments/basketoption.hpp>
#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
#include <utility>

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Classes
class	FdmSpreadPayoffInnerValue

Namespaces
namespace	QuantLib

Detailed Description

inner value calculator for a spread payoff

Definition in file fdmspreadpayoffinnervalue.hpp.