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mchimalaya.hpp File Reference

Himalayan-type option pricer. More...

#include <ql/Pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>
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class  QuantLib::McHimalaya
 Himalayan-type option pricer. More...

Detailed Description

Himalayan-type option pricer.

Definition in file mchimalaya.hpp.

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