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perturbativebarrieroptionengine.hpp File Reference


Detailed Description

perturbative barrier-option engine

Definition in file perturbativebarrieroptionengine.hpp.

#include <ql/instruments/barrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::PerturbativeBarrierOptionEngine
 perturbative barrier-option engine More...


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