perturbativebarrieroptionengine.hpp File Reference

perturbative barrier-option engine More...

#include <ql/instruments/barrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	PerturbativeBarrierOptionEngine
	perturbative barrier-option engine More...

Namespaces
namespace	QuantLib

Detailed Description

perturbative barrier-option engine

Definition in file perturbativebarrieroptionengine.hpp.