AnalyticWriterExtensibleOptionEngine Class Reference

Analytic engine for writer-extensible options. More...

#include <ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp>

Inheritance diagram for AnalyticWriterExtensibleOptionEngine:

List of all members.

Public Member Functions

 AnalyticWriterExtensibleOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process)
void calculate () const

Detailed Description

Analytic engine for writer-extensible options.