CompoundOption::engine Class Reference

Compound-option engine base class More...

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

Inheritance diagram for CompoundOption::engine:

Additional Inherited Members

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

Detailed Description

Compound-option engine base class