genericmodelengine.hpp File Reference

Generic option engine based on a model. More...

#include <ql/pricingengine.hpp>
#include <ql/handle.hpp>

Include dependency graph for genericmodelengine.hpp:

Classes
class	GenericModelEngine< ModelType, ArgumentsType, ResultsType >
	Base class for some pricing engine on a particular model. More...

Namespaces
namespace	QuantLib

Detailed Description

Generic option engine based on a model.