QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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discretized vanilla option More...
#include <ql/discretizedasset.hpp>
#include <ql/methods/lattices/bsmlattice.hpp>
#include <ql/instruments/vanillaoption.hpp>
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Classes | |
class | DiscretizedVanillaOption |
Namespaces | |
namespace | QuantLib |
discretized vanilla option
Definition in file discretizedvanillaoption.hpp.