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fdblackscholesrebateengine.hpp File Reference

Finite-Differences Black Scholes barrier option rebate helper engine. More...

#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
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Classes

class  QuantLib::FdBlackScholesRebateEngine
 Finite-Differences Black Scholes barrier option rebate helper engine. More...

Namespaces

namespace  QuantLib

Detailed Description

Finite-Differences Black Scholes barrier option rebate helper engine.

Definition in file fdblackscholesrebateengine.hpp.


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