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Sourcecode: quantlib version File versions

fdbermudanengine.hpp File Reference


Detailed Description

finite-difference Bermudan engine

Definition in file fdbermudanengine.hpp.

#include <ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDBermudanEngine
 Finite-differences Bermudan engine. More...


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