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Sourcecode: quantlib version File versions

fdmultiperiodoption.hpp File Reference


Detailed Description

base class for option with events happening at different periods

Definition in file fdmultiperiodoption.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdMultiPeriodOption


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