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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_integral_engine.html">IntegralEngine</a></div>
<h1>IntegralEngine Class Reference<br>
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[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::IntegralEngine" --><!-- doxytag: inherits="VanillaOption::engine" --><code>#include <ql/pricingengines/vanilla/integralengine.hpp></code>
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Inherits VanillaOption::engine.
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<a href="class_quant_lib_1_1_integral_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Pricing engine for European vanilla options using integral approach.
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<dl compact><dt><b><a class="el" href="todo.html#_todo000044">Possible enhancements:</a></b></dt><dd>define tolerance for calculate()</dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_equity_option_8cpp-example.html#_a26">EquityOption.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="420636a7aeea66f792ad96b7712e05dd"></a><!-- doxytag: member="QuantLib::IntegralEngine::IntegralEngine" ref="420636a7aeea66f792ad96b7712e05dd" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &)" -->
</td><td class="memItemRight" valign="bottom"><b>IntegralEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::IntegralEngine::calculate" ref="10873979f635888606e03f9cb2d8a096" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
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