CompoundOption::engine Class Reference

Compound-option engine base class More...

#include <ql/experimental/compoundoption/compoundoption.hpp>

Inheritance diagram for CompoundOption::engine:

Additional Inherited Members
Public Member Functions inherited from GenericEngine< CompoundOption::arguments, CompoundOption::results >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()
Protected Attributes inherited from GenericEngine< CompoundOption::arguments, CompoundOption::results >
CompoundOption::arguments	arguments_
CompoundOption::results	results_

Detailed Description

Compound-option engine base class