QuantLib_SimpleChooserOption_engine man page

SimpleChooserOption::engine — Simple chooser option engine base class.  

Synopsis

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

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

Inherited by AnalyticSimpleChooserEngine.

Additional Inherited Members

Detailed Description

Simple chooser option engine base class.

Author

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Info

Wed Aug 2 2017 Version 1.10 QuantLib