ql/discretizedasset.hpp File Reference
Detailed Description
Discretized asset classes.
#include <ql/numericalmethod.hpp>
#include <ql/math/comparison.hpp>
#include <ql/exercise.hpp>
Include dependency graph for discretizedasset.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | DiscretizedAsset |
Discretized asset class used by numerical methods. More... | |
class | DiscretizedDiscountBond |
Useful discretized discount bond asset. More... | |
class | DiscretizedOption |
Discretized option on a given asset. More... |