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mcmaxbasket.hpp File Reference

Max Basket Monte Carlo pricer. More...

#include <ql/Pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>
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class  QuantLib::McMaxBasket
 simple example of multi-factor Monte Carlo pricer More...

Detailed Description

Max Basket Monte Carlo pricer.

Definition in file mcmaxbasket.hpp.

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