QuantLib_CompoundOption_engine man page

CompoundOption::engine — Compound-option engine base class

Synopsis

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

Inherits GenericEngine< CompoundOption::arguments, CompoundOption::results >.

Inherited by AnalyticCompoundOptionEngine.

Additional Inherited Members

Detailed Description

Compound-option engine base class

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib