QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Roofed Asian option on a number of assets. More...
Go to the source code of this file.
Classes | |
class | PagodaOption |
Roofed Asian option on a number of assets. More... | |
class | PagodaOption::arguments |
class | PagodaOption::engine |
Pagoda-option engine base class More... | |
Namespaces | |
namespace | QuantLib |
Roofed Asian option on a number of assets.
Definition in file pagodaoption.hpp.