- QuantLib
- AnalyticWriterExtensibleOptionEngine
Analytic engine for writer-extensible options. More...
#include <ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp>
Public Member Functions | |
AnalyticWriterExtensibleOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process) | |
void | calculate () const |
Analytic engine for writer-extensible options.