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

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Info

Fri Feb 10 2017 Version 1.9.1 QuantLib