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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Pricing engine for European vanilla options using integral approach. More...
#include <ql/pricingengines/vanilla/integralengine.hpp>
Public Member Functions | |
| IntegralEngine (ext::shared_ptr< GeneralizedBlackScholesProcess >) | |
| void | calculate () const override |
Pricing engine for European vanilla options using integral approach.