QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
file | integralhestonvarianceoptionengine.cpp [code] |
file | integralhestonvarianceoptionengine.hpp [code] |
integral Heston-model variance-option engine | |
file | varianceoption.cpp [code] |
file | varianceoption.hpp [code] |
Variance option. | |