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fdshoutengine.hpp File Reference


Detailed Description

Finite-differences shout engine.

Definition in file fdshoutengine.hpp.

#include <ql/PricingEngines/Vanilla/fdstepconditionengine.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/FiniteDifferences/shoutcondition.hpp>
#include <ql/Instruments/vanillaoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDShoutEngine
 Finite-differences pricing engine for shout vanilla options. More...


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