QuantLib_PagodaOption_engine man page

PagodaOption::engine — Pagoda-option engine base class

Synopsis

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

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

Inherited by MCPagodaEngine< RNG, S >.

Additional Inherited Members

Detailed Description

Pagoda-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