SpreadOption::engine Class Reference

Spread option engine base class More...

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

Inheritance diagram for SpreadOption::engine:

Additional Inherited Members

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

Detailed Description

Spread option engine base class