ql/pricingengines/vanilla/batesengine.hpp File Reference
analytic Bates model engine More...
#include <ql/qldefines.hpp>
#include <ql/models/equity/batesmodel.hpp>
#include <ql/pricingengines/vanilla/analytichestonengine.hpp>
Include dependency graph for batesengine.hpp:

Classes | |
class | BatesEngine |
Bates model engines based on Fourier transform. More... |
Detailed Description
analytic Bates model engine