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Sourcecode: quantlib version File versions  Download package

discretizedasset.hpp File Reference

Detailed Description

Discretized asset classes.

Definition in file discretizedasset.hpp.

#include <ql/numericalmethod.hpp>
#include <ql/Math/array.hpp>
#include <ql/Math/comparison.hpp>
#include <ql/exercise.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::DiscretizedAsset
 Discretized asset class used by numerical methods. More...
class  QuantLib::DiscretizedDiscountBond
 Useful discretized discount bond asset. More...
class  QuantLib::DiscretizedOption
 Discretized option on a given asset. More...

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