ql/pricingengines/vanilla/fdmultiperiodengine.hpp File Reference


Detailed Description

base engine for options with events happening at specific times

#include <ql/pricingengines/vanilla/fdvanillaengine.hpp>
#include <ql/methods/finitedifferences/fdtypedefs.hpp>
#include <ql/instruments/oneassetoption.hpp>
#include <ql/event.hpp>

Include dependency graph for fdmultiperiodengine.hpp:


Namespaces

namespace  QuantLib