ContinuousAveragingAsianOption::engine Class Reference

Continuous-averaging Asian engine base class. More...

#include <ql/instruments/asianoption.hpp>

Inheritance diagram for ContinuousAveragingAsianOption::engine:

Additional Inherited Members

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

Detailed Description

Continuous-averaging Asian engine base class.