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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
| file | normalclvmodel.cpp [code] |
| file | normalclvmodel.hpp [code] |
| CLV model with a normally distributed kernel process. | |
| file | squarerootclvmodel.cpp [code] |
| CLV model with a square root kernel process. | |
| file | squarerootclvmodel.hpp [code] |
| CLV model with a square root kernel process. | |
