integralengine.cpp File Reference

#include <ql/exercise.hpp>
#include <ql/math/integrals/segmentintegral.hpp>
#include <ql/pricingengines/vanilla/integralengine.hpp>
#include <utility>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Variable Documentation

payoff_

ext::shared_ptr<Payoff> payoff_

private

Definition at line 41 of file integralengine.cpp.

s0_

Real s0_

private

Definition at line 42 of file integralengine.cpp.

drift_

Rate drift_

private

Definition at line 43 of file integralengine.cpp.

variance_

Real variance_

private

Definition at line 44 of file integralengine.cpp.