Export a few exotic options (Margrabe, compound, chooser) and related engines - Githubissues

lballabio / QuantLib-SWIG

QuantLib wrappers to other languages

Other

339 stars 282 forks source link

Export a few exotic options (Margrabe, compound, chooser) and related engines #587

Closed lballabio closed 11 months ago

lballabio commented 11 months ago

See https://github.com/lballabio/QuantLib/pull/1774.