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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Files | |
| file | integralhestonvarianceoptionengine.cpp [code] |
| file | integralhestonvarianceoptionengine.hpp [code] |
| integral Heston-model variance-option engine | |
| file | varianceoption.cpp [code] |
| file | varianceoption.hpp [code] |
| Variance option. | |