ql/PricingEngines/Vanilla/fdshoutengine.hpp File Reference


Detailed Description

Finite-differences shout engine.

#include <ql/PricingEngines/Vanilla/fdstepconditionengine.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/FiniteDifferences/shoutcondition.hpp>
#include <ql/Instruments/vanillaoption.hpp>

Include dependency graph for fdshoutengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  FDShoutEngine
 Finite-differences pricing engine for shout vanilla options. More...

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