QuantLib_CompoundOption_engine

Langue: en

Version: 380291 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CompoundOption::engine -

Compound-option engine base class

SYNOPSIS


#include <ql/experimental/compoundoption/compoundoption.hpp>

Inherits GenericEngine< CompoundOption::arguments, CompoundOption::results >.

Inherited by AnalyticCompoundOptionEngine.

Detailed Description

Compound-option engine base class

Author

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