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EverestPathPricer_old Class Reference#include <everestpathpricer.hpp>
Inheritance diagram for EverestPathPricer_old: ![]() Detailed Descriptionpath pricer for European-type Everest optionThe payoff of an Everest option is given by the final-price initial-price ratio of the worst performer.
The documentation for this class was generated from the following files:
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