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Sourcecode: quantlib version File versions

mcvanillaengine.hpp File Reference

Detailed Description

Monte Carlo vanilla option engine.

Definition in file mcvanillaengine.hpp.

#include <ql/PricingEngines/mcsimulation.hpp>
#include <ql/Instruments/vanillaoption.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::MCVanillaEngine< RNG, S >
 Pricing engine for vanilla options using Monte Carlo simulation. More...

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