QuantLib_AnalyticWriterExtensibleOptionEngine

AnalyticWriterExtensibleOptionEngine — Analytic engine for writer-extensible options.

Synopsis

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

Inherits WriterExtensibleOption::engine.

Public Member Functions

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

void calculate () const

Additional Inherited Members

Detailed Description

Analytic engine for writer-extensible options.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AnalyticWriterExtensibleOptionEngine(3) is an alias of QuantLib_AnalyticWriterExtensibleOptionEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib