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...