QuantLib_IntegralEngine man page

IntegralEngine — Pricing engine for European vanilla options using integral approach.

Synopsis

#include <ql/pricingengines/vanilla/integralengine.hpp>

Inherits engine.

Public Member Functions

IntegralEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &)

void calculate () const

Detailed Description

Pricing engine for European vanilla options using integral approach.

Examples: EquityOption.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

IntegralEngine(3) is an alias of QuantLib_IntegralEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib