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genericmodelengine.hpp
Langue: en
Version: 379332 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/genericmodelengine.hpp -Generic option engine based on a model.
SYNOPSIS
#include <ql/pricingengine.hpp>
#include <ql/handle.hpp>
Classes
class GenericModelEngine< ModelType, ArgumentsType, ResultsType >
Base class for some pricing engine on a particular model.
Detailed Description
Generic option engine based on a model.
Author
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