QuantLib_PagodaOption_engine

Langue: en

Autres versions - même langue

Version: 376616 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::PagodaOption::engine -

Pagoda-option engine base class

SYNOPSIS


#include <ql/experimental/exoticoptions/pagodaoption.hpp>

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

Inherited by MCPagodaEngine< RNG, S >.

Detailed Description

Pagoda-option engine base class

Author

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