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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/models/shortrate/onefactormodels/blackkarasinski.hpp>#include <ql/methods/lattices/trinomialtree.hpp>#include <ql/math/solvers1d/brent.hpp>Go to the source code of this file.
Namespaces | |
| namespace | QuantLib |