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latticerules.hpp File Reference


Detailed Description

Cools, Kuo, Nuyens (SIAM J. Sci. Comp., 2006)

Definition in file latticerules.hpp.

#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::LatticeRule


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