QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
batesengine.hpp File Reference

analytic Bates model engine More...

#include <ql/qldefines.hpp>
#include <ql/models/equity/batesmodel.hpp>
#include <ql/pricingengines/vanilla/analytichestonengine.hpp>

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Classes

class  BatesEngine
 Bates model engines based on Fourier transform. More...
 
class  BatesDetJumpEngine
 
class  BatesDoubleExpEngine
 
class  BatesDoubleExpDetJumpEngine
 

Namespaces

namespace  QuantLib
 

Detailed Description

analytic Bates model engine

Definition in file batesengine.hpp.