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Sourcecode: quantlib version File versions  Download package

pricingengine.hpp File Reference


Detailed Description

Base class for pricing engines.

Definition in file pricingengine.hpp.

#include <ql/argsandresults.hpp>
#include <ql/Patterns/observable.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::GenericEngine< ArgumentsType, ResultsType >
 template base class for option pricing engines More...
class  QuantLib::PricingEngine
 interface for pricing engines More...


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