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fdeuropeanengine.hpp File Reference

Finite-difference European engine. More...

#include <ql/Instruments/oneassetoption.hpp>
#include <ql/PricingEngines/Vanilla/fdvanillaengine.hpp>
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Classes

class  QuantLib::FDEuropeanEngine
 Pricing engine for European options using finite-differences. More...

Detailed Description

Finite-difference European engine.

Definition in file fdeuropeanengine.hpp.


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