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Searched defs:VanillaOption (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/instruments/
H A Dvanillaoption.hpp37 class VanillaOption : public OneAssetOption { class
H A Dvanillaoption.cpp31 VanillaOption::VanillaOption( in VanillaOption() function in QuantLib::VanillaOption