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pathpayoff.hpp File Reference

Option payoff classes. More...

#include <ql/math/matrix.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/handle.hpp>
#include <functional>
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Classes

class  QuantLib::PathPayoff
 Abstract base class for path-dependent option payoffs. More...

Namespaces

namespace  QuantLib

Detailed Description

Option payoff classes.

Definition in file pathpayoff.hpp.


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