A free/open-source library for quantitative finance
Reference manual - version 1.6
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Modules
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Examples
ql
experimental
mcbasket
mcbasket Directory Reference
Files
file
adaptedpathpayoff.hpp
Adapted Option payoff classes.
file
longstaffschwartzmultipathpricer.hpp
file
mcamericanpathengine.hpp
file
mclongstaffschwartzpathengine.hpp
file
mcpathbasketengine.hpp
Path-dependent European basket MC engine.
file
pathmultiassetoption.hpp
Option on multiple assets.
file
pathpayoff.hpp
Option payoff classes.
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