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analyticperformanceengine.hpp File Reference


Detailed Description

Analytic performance engine.

Definition in file analyticperformanceengine.hpp.

#include <ql/Instruments/cliquetoption.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::AnalyticPerformanceEngine
 Pricing engine for performance options using analytical formulae. More...


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