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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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discretized convertible More...
#include <ql/discretizedasset.hpp>#include <ql/instruments/bonds/convertiblebonds.hpp>#include <ql/processes/blackscholesprocess.hpp>Go to the source code of this file.
Classes | |
| class | DiscretizedConvertible |
Namespaces | |
| namespace | QuantLib |
discretized convertible
Definition in file discretizedconvertible.hpp.