Logo Search packages:      
Sourcecode: quantlib version File versions

genericmodelengine.hpp File Reference

Detailed Description

Generic option engine based on a model.

Definition in file genericmodelengine.hpp.

#include <ql/pricingengine.hpp>

Go to the source code of this file.


namespace  QuantLib


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

Generated by  Doxygen 1.6.0   Back to index