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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/patterns/observable.hpp>

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namespace  QuantLib


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

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