24#ifndef quantlib_kirk_spread_option_engine_hpp
25#define quantlib_kirk_spread_option_engine_hpp
36 ext::shared_ptr<BlackProcess> process2,
Shared handle to an observable.
Kirk approximation for European spread option on futures.
void calculate() const override
ext::shared_ptr< BlackProcess > process1_
ext::shared_ptr< BlackProcess > process2_
Spread option engine base class
Spread option on two assets.