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Sourcecode: quantlib version File versions  Download package

adaptedpathpayoff.hpp File Reference


Detailed Description

Adapted Option payoff classes.

Definition in file adaptedpathpayoff.hpp.

#include <ql/experimental/mcbasket/pathpayoff.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::AdaptedPathPayoff
class  QuantLib::AdaptedPathPayoff::ValuationData


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