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StulzEngine Class Reference#include <ql/PricingEngines/Basket/stulzengine.hpp>
Inheritance diagram for StulzEngine: ![]() Detailed DescriptionPricing engine for 2D European Baskets.This class implements formulae from "Options on the Minimum or the Maximum of Two Risky Assets", Rene Stulz, Journal of Financial Ecomomics (1982) 10, 161-185.
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