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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <ql/exercise.hpp>#include <ql/math/functional.hpp>#include <ql/pricingengines/vanilla/analyticcevengine.hpp>#include <boost/math/distributions/non_central_chi_squared.hpp>#include <boost/math/special_functions/gamma.hpp>#include <utility>Go to the source code of this file.
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| namespace | QuantLib |