integralengine.hpp File Reference

Integral option engine. More...

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

Go to the source code of this file.

Classes
class	IntegralEngine
	Pricing engine for European vanilla options using integral approach. More...

Namespaces
namespace	QuantLib

Detailed Description

Integral option engine.

Definition in file integralengine.hpp.