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fdstepconditionengine.hpp File Reference

Finite-differences step-condition engine. More...

#include <ql/PricingEngines/Vanilla/fdvanillaengine.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/FiniteDifferences/boundarycondition.hpp>
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class  QuantLib::FDStepConditionEngine
 Finite-differences pricing engine for American-style vanilla options. More...

Detailed Description

Finite-differences step-condition engine.

Definition in file fdstepconditionengine.hpp.

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