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stulzengine.hpp File Reference

Detailed Description

2D European Basket formulae, due to Stulz (1982)

Definition in file stulzengine.hpp.

#include <ql/Instruments/basketoption.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::StulzEngine
 Pricing engine for 2D European Baskets. More...

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