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fdmquantohelper.hpp File Reference

helper class storing market data needed for the quanto adjustment. More...

#include <ql/math/array.hpp>
#include <ql/patterns/observable.hpp>
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Classes

class  QuantLib::FdmQuantoHelper

Namespaces

namespace  QuantLib

Detailed Description

helper class storing market data needed for the quanto adjustment.

Definition in file fdmquantohelper.hpp.


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