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Sourcecode: quantlib version File versions  Download package

fdminnervaluecalculator.hpp File Reference


Detailed Description

layer of abstraction to calculate the inner value

Definition in file fdminnervaluecalculator.hpp.

#include <ql/math/array.hpp>
#include <ql/payoff.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdmInnerValueCalculator
class  QuantLib::FdmLogInnerValue


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