ql/pricingengines/vanilla/integralengine.hpp File Reference
Integral option engine. More...
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for integralengine.hpp:

Classes | |
| class | IntegralEngine |
| Pricing engine for European vanilla options using integral approach. More... | |
Detailed Description
Integral option engine.