discretizedasset.hpp File Reference

Discretized asset classes. More...

#include <ql/exercise.hpp>
#include <ql/math/comparison.hpp>
#include <ql/numericalmethod.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	DiscretizedAsset
	Discretized asset class used by numerical methods. More...
class	DiscretizedDiscountBond
	Useful discretized discount bond asset. More...
class	DiscretizedOption
	Discretized option on a given asset. More...

Namespaces
namespace	QuantLib

Detailed Description

Discretized asset classes.

Definition in file discretizedasset.hpp.