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BermudanOption.h File Reference


Detailed Description

Some Bermudan options. Exercise is allowed at an arbitrary sequence of times. American options are treated as the special case where exercise is possible at each time step.

Definition in file BermudanOption.h.

#include "Option.h"
#include "Trigger.h"

Go to the source code of this file.

Compounds

class  BermudanSwaption


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