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QuantLib_VarianceOption_engine
Langue: en
Version: 381998 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::VarianceOption::engine -base class for variance-option engines
SYNOPSIS
#include <ql/experimental/varianceoption/varianceoption.hpp>
Inherits GenericEngine< VarianceOption::arguments, VarianceOption::results >.
Inherited by IntegralHestonVarianceOptionEngine.
Detailed Description
base class for variance-option engines
Author
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