discretizedasset(3)
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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