QuantLib_VarianceOption_engine

Langue: en

Autres versions - même langue

Version: 381998 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::VarianceOption::engine -

base class for variance-option engines

SYNOPSIS


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

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

Inherited by IntegralHestonVarianceOptionEngine.

Detailed Description

base class for variance-option engines

Author

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