SpreadOption::engine Class Reference

Spread option engine base class More...

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

Inheritance diagram for SpreadOption::engine:

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

Detailed Description

Spread option engine base class