analyticamericanmargrabeengine.hpp File Reference

Analytic engine for American Margrabe option. More...

#include <ql/instruments/margrabeoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	AnalyticAmericanMargrabeEngine
	Analytic engine for American Margrabe option. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for American Margrabe option.

Definition in file analyticamericanmargrabeengine.hpp.