kirkengine.hpp File Reference

kirk formulae, due to Kirk (1995) More...

#include <ql/pricingengines/basket/spreadblackscholesvanillaengine.hpp>

Go to the source code of this file.

Classes
class	KirkEngine
	Pricing engine for spread option on two futures. More...

Namespaces
namespace	QuantLib

Detailed Description

kirk formulae, due to Kirk (1995)

Definition in file kirkengine.hpp.