QuantLib_MargrabeOption_engine man page

MargrabeOption::engine — Margrabe option engine base class

Synopsis

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

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

Inherited by AnalyticAmericanMargrabeEngine, and AnalyticEuropeanMargrabeEngine.

Additional Inherited Members

Detailed Description

Margrabe option engine base class

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib