ql/pricingengines/vanilla/integralengine.hpp File Reference
Detailed Description
Integral option engine.
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for integralengine.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | IntegralEngine |
Pricing engine for European vanilla options using integral approach. More... |