QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/exercise.hpp>
#include <ql/pricingengines/exotic/analyticamericanmargrabeengine.hpp>
#include <ql/pricingengines/vanilla/bjerksundstenslandengine.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <utility>
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Namespaces | |
namespace | QuantLib |