QuantLib_VarianceOption_engine man page

VarianceOption::engine — base class for variance-option engines

Synopsis

#include <ql/experimental/varianceoption/varianceoption.hpp>

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

Inherited by IntegralHestonVarianceOptionEngine.

Additional Inherited Members

Detailed Description

base class for variance-option engines

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib