ql/PricingEngines/Vanilla/juquadraticengine.hpp File Reference


Detailed Description

Ju quadratic (1999) approximation engine.

#include <ql/Instruments/vanillaoption.hpp>

Include dependency graph for juquadraticengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  JuQuadraticApproximationEngine

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