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baroneadesiwhaleyengine.hpp File Reference

Barone-Adesi and Whaley approximation engine. More...

#include <ql/Instruments/vanillaoption.hpp>
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Classes

class  QuantLib::BaroneAdesiWhaleyApproximationEngine

Detailed Description

Barone-Adesi and Whaley approximation engine.

Definition in file baroneadesiwhaleyengine.hpp.


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