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FTQuant
0.1
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Files | |
| file | BlackSholes.hpp [code] |
| Contains the definition of the Black-Sholes model. | |
| file | ftqlib.hpp [code] |
| The main header file for the FTQlib library. | |
| file | LocalVolatility.hpp [code] |
| Contains the definition of the Dupire's local volatility model class. | |
| file | RectBivariateSpline.hpp [code] |
| file | SyntaxParser.hpp [code] |