QuantLib_SpreadOption_engine man page

SpreadOption::engine — Spread option engine base class

Synopsis

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

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

Inherited by KirkSpreadOptionEngine.

Additional Inherited Members

Detailed Description

Spread option engine base class

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib