MargrabeOption::engine Class Reference

Margrabe option engine base class More...

#include <ql/experimental/exoticoptions/margrabeoption.hpp>

Inheritance diagram for MargrabeOption::engine:

Additional Inherited Members

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

Detailed Description

Margrabe option engine base class