AnalyticWriterExtensibleOptionEngine Class Reference

Analytic engine for writer-extensible options. More...

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

Inheritance diagram for AnalyticWriterExtensibleOptionEngine:

Public Member Functions

 AnalyticWriterExtensibleOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process)
 
void calculate () const
 

Additional Inherited Members

- Protected Attributes inherited from GenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results >
WriterExtensibleOption::arguments arguments_
 
WriterExtensibleOption::results results_
 

Detailed Description

Analytic engine for writer-extensible options.