ql/pricingengines/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 |
| Base class for some pricing engine on a particular model. More... | |
Detailed Description
Generic option engine based on a model.