VarianceOption::engine Class Reference

base class for variance-option engines More...

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

Inheritance diagram for VarianceOption::engine:

Additional Inherited Members

- Public Member Functions inherited from GenericEngine< VarianceOption::arguments, VarianceOption::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Protected Attributes inherited from GenericEngine< VarianceOption::arguments, VarianceOption::results >
VarianceOption::arguments arguments_
 
VarianceOption::results results_
 

Detailed Description

base class for variance-option engines