ql/discretizedasset.hpp File Reference

Discretized asset classes. More...

#include <ql/numericalmethod.hpp>
#include <ql/math/comparison.hpp>
#include <ql/exercise.hpp>

Include dependency graph for discretizedasset.hpp:


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...

Detailed Description

Discretized asset classes.