ql/legacy/pricers/mchimalaya.hpp File Reference
Detailed Description
Himalayan-type option pricer.
#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
Include dependency graph for mchimalaya.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | McHimalaya |
| Himalayan-type option pricer. More... | |