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Sourcecode: quantlib version File versions  Download package

genericmodelengine.hpp File Reference


Detailed Description

Generic option engine based on a model.

Definition in file genericmodelengine.hpp.

#include <ql/pricingengine.hpp>

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Namespaces

namespace  QuantLib

Classes

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


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