ql/Pricers/mchimalaya.cpp File Reference


Detailed Description

Himalayan-type option pricer.

#include <ql/MonteCarlo/himalayapathpricer.hpp>
#include <ql/MonteCarlo/mctypedefs.hpp>
#include <ql/Pricers/mchimalaya.hpp>

Include dependency graph for mchimalaya.cpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::Pricers

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