ql/Pricers/mcbasket.cpp File Reference


Detailed Description

simple example of multi-factor Monte Carlo pricer

#include <ql/handle.hpp>
#include <ql/MonteCarlo/basketpathpricer.hpp>
#include <ql/Pricers/mcbasket.hpp>

Include dependency graph for mcbasket.cpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::Pricers

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