genericmodelengine.hpp

Langue: en

Autres versions - même langue

Version: 379332 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/genericmodelengine.hpp -

Generic option engine based on a model.

SYNOPSIS


#include <ql/pricingengine.hpp>
#include <ql/handle.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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