analyticwriterextensibleoptionengine.hpp File Reference

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

#include <ql/experimental/exoticoptions/writerextensibleoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	AnalyticWriterExtensibleOptionEngine
	Analytic engine for writer-extensible options. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for writer-extensible options.

Definition in file analyticwriterextensibleoptionengine.hpp.