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bjerksundstenslandengine.hpp File Reference

Bjerksund and Stensland approximation engine. More...

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

class  QuantLib::BjerksundStenslandApproximationEngine

Detailed Description

Bjerksund and Stensland approximation engine.

Definition in file bjerksundstenslandengine.hpp.


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