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bjerksundstenslandengine.hpp File Reference


Detailed Description

Bjerksund and Stensland approximation engine.

Definition in file bjerksundstenslandengine.hpp.

#include <ql/Instruments/vanillaoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BjerksundStenslandApproximationEngine


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