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

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib