pricingengine.hpp

Langue: en

Autres versions - même langue

Version: 382006 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengine.hpp -

Base class for pricing engines.

SYNOPSIS


#include <ql/patterns/observable.hpp>

Classes


class PricingEngine
interface for pricing engines
class GenericEngine< ArgumentsType, ResultsType >
template base class for option pricing engines

Detailed Description

Base class for pricing engines.

Author

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