AnalyticWriterExtensibleOptionEngine Class Reference

Analytic engine for writer-extensible options. More...

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

Inheritance diagram for AnalyticWriterExtensibleOptionEngine:

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

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

Detailed Description

Analytic engine for writer-extensible options.