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genericmodelengine.hpp
Langue: en
Version: 163437 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/genericmodelengine.hpp - Generic option engine based on a model.SYNOPSIS
#include <ql/pricingengine.hpp>
Classes
class GenericModelEngine< ModelType, ArgumentsType, ResultsType >
Base class for some pricing engine on a particular model.
Detailed Description
Generic option engine based on a model.
Author
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