analyticholderextensibleoptionengine.hpp File Reference

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

#include <ql/experimental/exoticoptions/holderextensibleoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/pricingengines/blackscholescalculator.hpp>

Go to the source code of this file.

Classes
class	AnalyticHolderExtensibleOptionEngine

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for holder-extensible options.

Definition in file analyticholderextensibleoptionengine.hpp.