discretizedasset (3) - Linux Manuals

discretizedasset: Discretized asset classes.

NAME

ql/discretizedasset.hpp - Discretized asset classes.

SYNOPSIS

#include <ql/numericalmethod.hpp>
#include <ql/math/comparison.hpp>
#include <ql/exercise.hpp>

Classes

class DiscretizedAsset
Discretized asset class used by numerical methods.
class DiscretizedDiscountBond
Useful discretized discount bond asset.
class DiscretizedOption
Discretized option on a given asset.

Detailed Description

Discretized asset classes.

Author

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