ql/pricingengine.hpp File Reference


Detailed Description

Base class for pricing engines.

#include <ql/argsandresults.hpp>
#include <ql/Patterns/observable.hpp>

Include dependency graph for pricingengine.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

Classes

class  PricingEngine
 interface for pricing engines More...
class  GenericEngine
 template base class for option pricing engines More...

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen