QuantLib_AnalyticSimpleChooserEngine man page

AnalyticSimpleChooserEngine — Pricing engine for European Simple Chooser option.

Synopsis

#include <ql/experimental/exoticoptions/analyticsimplechooserengine.hpp>

Inherits SimpleChooserOption::engine.

Public Member Functions

AnalyticSimpleChooserEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process)

void calculate () const

Additional Inherited Members

Detailed Description

Pricing engine for European Simple Chooser option.

This class implements a Simple Chooser Option option, with European exercise.

Author

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Referenced By

AnalyticSimpleChooserEngine(3) is an alias of QuantLib_AnalyticSimpleChooserEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib