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Reference manual - version qle_version
Classes
fxeqoptionhelper.hpp File Reference

calibration helper for Black-Scholes options More...

#include <ql/instruments/vanillaoption.hpp>
#include <ql/models/calibrationhelper.hpp>

Classes

class  FxEqOptionHelper
 FxEq Option Helper. More...
 

Detailed Description

calibration helper for Black-Scholes options