C++:实现量化Digital option数字期权测试实例
#include "digitaloption.hpp"
#include "utilities.hpp"
#include <ql/time/daycounters/actual360.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include "digitaloption.hpp"
#include "utilities.hpp"
#include <ql/time/daycounters/actual360.hpp>
#include <ql/instruments/vanillaoption.hpp>