fdbatesvanillaengine.hpp File Reference

Partial integro finite-differences Bates vanilla option engine. More...

#include <ql/models/equity/batesmodel.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>

Go to the source code of this file.

Classes
class	FdBatesVanillaEngine
	Partial integro finite-differences Bates vanilla option engine. More...

Namespaces
namespace	QuantLib

Detailed Description

Partial integro finite-differences Bates vanilla option engine.

Definition in file fdbatesvanillaengine.hpp.