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Sourcecode: quantlib version File versions

fdeuropean.hpp File Reference


Detailed Description

Example of European option calculated using finite differences.

Definition in file fdeuropean.hpp.

#include <ql/Pricers/fdbsmoption.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdEuropean
 Example of European option calculated using finite differences. More...


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