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mcpagoda.hpp File Reference

Roofed multi asset Asian option. More...

#include <ql/Pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>
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Classes

class  QuantLib::McPagoda
 roofed Asian option More...

Detailed Description

Roofed multi asset Asian option.

Definition in file mcpagoda.hpp.


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