IntegralEngine Class Reference

Pricing engine for European vanilla options using integral approach. More...

#include <ql/pricingengines/vanilla/integralengine.hpp>

Inherits engine.

Public Member Functions
	IntegralEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &)
void	calculate () const

Detailed Description

Pricing engine for European vanilla options using integral approach.

Examples

EquityOption.cpp.