26#ifndef quantlib_analytic_european_engine_hpp
27#define quantlib_analytic_european_engine_hpp
29#include <ql/instruments/vanillaoption.hpp>
30#include <ql/processes/blackscholesprocess.hpp>
79 ext::shared_ptr<GeneralizedBlackScholesProcess>
process_;
Pricing engine for European vanilla options using analytical formulae.
Handle< YieldTermStructure > discountCurve_
void calculate() const override
ext::shared_ptr< GeneralizedBlackScholesProcess > process_
Shared handle to an observable.