ql/legacy/pricers/mchimalaya.hpp File Reference


Detailed Description

Himalayan-type option pricer.

#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

Include dependency graph for mchimalaya.hpp:


Namespaces

namespace  QuantLib

Classes

class  McHimalaya
 Himalayan-type option pricer. More...