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fdeuropeanengine.hpp File Reference


Detailed Description

Finite-difference European engine.

Definition in file fdeuropeanengine.hpp.

#include <ql/Instruments/oneassetoption.hpp>
#include <ql/PricingEngines/Vanilla/fdvanillaengine.hpp>
#include <ql/Math/sampledcurve.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDEuropeanEngine
 Pricing engine for European options using finite-differences. More...


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