genericmodelengine.hpp File Reference

Generic option engine based on a model. More...

#include <ql/pricingengine.hpp>
#include <ql/handle.hpp>
Include dependency graph for genericmodelengine.hpp:

Classes

class  GenericModelEngine< ModelType, ArgumentsType, ResultsType >
 Base class for some pricing engine on a particular model. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Generic option engine based on a model.