ql/Pricers/fdmultiperiodoption.hpp File Reference


Detailed Description

base class for option with events happening at different periods

#include <ql/Pricers/fdbsmoption.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/PricingEngines/blackformula.hpp>

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Namespaces

namespace  QuantLib

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