QuantLib_VarianceOption_engine

Langue: en

Autres versions - même langue

Version: 168746 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

Generated automatically by Doxygen for QuantLib from the source code.