AnalyticSimpleChooserEngine Class Reference

Pricing engine for European Simple Chooser option. More...

#include <ql/experimental/exoticoptions/analyticsimplechooserengine.hpp>

Inheritance diagram for AnalyticSimpleChooserEngine:

Public Member Functions
	AnalyticSimpleChooserEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process)
void	calculate () const

Additional Inherited Members
Protected Attributes inherited from GenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results >
SimpleChooserOption::arguments	arguments_
SimpleChooserOption::results	results_

Detailed Description

Pricing engine for European Simple Chooser option.

This class implements a Simple Chooser Option option, with European exercise.