ContinuousAveragingAsianOption::engine Class Reference

Continuous-averaging Asian engine base class. More...

#include <ql/instruments/asianoption.hpp>

Inheritance diagram for ContinuousAveragingAsianOption::engine:

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

Detailed Description

Continuous-averaging Asian engine base class.