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integralengine.hpp
Langue: en
Version: 377814 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/vanilla/integralengine.hpp -Integral option engine.
SYNOPSIS
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class IntegralEngine
Pricing engine for European vanilla options using integral approach.
Detailed Description
Integral option engine.
Author
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