ql/Pricers/mcpagoda.cpp File Reference


Detailed Description

Roofed multi asset Asian option.

#include <ql/handle.hpp>
#include <ql/Pricers/mcpagoda.hpp>
#include <ql/MonteCarlo/pagodapathpricer.hpp>

Include dependency graph for mcpagoda.cpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::Pricers

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