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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Modules | |
| Asian option engines | |
| Barrier option engines | |
| Basket option engines | |
| Cap/floor engines | |
| Cliquet option engines | |
| Forward option engines | |
| Quanto option engines | |
| Swaption engines | |
| Vanilla option engines | |