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mcpagodaengine.hpp File Reference

Monte Carlo engine for pagoda options. More...

#include <ql/experimental/exoticoptions/pagodaoption.hpp>
#include <ql/pricingengines/mcsimulation.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/stochasticprocessarray.hpp>
#include <ql/exercise.hpp>
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Classes

class  QuantLib::MakeMCPagodaEngine< RNG, S >
 Monte Carlo pagoda-option engine factory. More...
class  QuantLib::MCPagodaEngine< RNG, S >
 Pricing engine for pagoda options using Monte Carlo simulation. More...
class  QuantLib::PagodaMultiPathPricer

Namespaces

namespace  QuantLib

Detailed Description

Monte Carlo engine for pagoda options.

Definition in file mcpagodaengine.hpp.


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