Analytic engine for writer-extensible options. More...
#include <ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp>
Public Member Functions | |
AnalyticWriterExtensibleOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process) | |
void | calculate () const |
Additional Inherited Members | |
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WriterExtensibleOption::arguments | arguments_ |
WriterExtensibleOption::results | results_ |
Analytic engine for writer-extensible options.