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perturbativebarrieroptionengine.hpp File Reference

perturbative barrier-option engine More...

#include <ql/instruments/barrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
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class  QuantLib::PerturbativeBarrierOptionEngine
 perturbative barrier-option engine More...


namespace  QuantLib

Detailed Description

perturbative barrier-option engine

Definition in file perturbativebarrieroptionengine.hpp.

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