QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Spread option on two assets. More...
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Classes | |
class | SpreadOption |
Spread option on two assets. More... | |
class | SpreadOption::engine |
Spread option engine base class More... | |
Namespaces | |
namespace | QuantLib |
Spread option on two assets.
Definition in file spreadoption.hpp.