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Sourcecode: quantlib version File versions

fdstepconditionoption.hpp File Reference


Detailed Description

Option requiring additional code to be executed at each time step.

Definition in file fdstepconditionoption.hpp.

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

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdStepConditionOption
 option executing additional code at each time step More...


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