analyticsimplechooserengine.hpp File Reference

Analytic engine for simple chooser option. More...

#include <ql/instruments/simplechooseroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	AnalyticSimpleChooserEngine
	Pricing engine for European simple chooser option. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for simple chooser option.

Definition in file analyticsimplechooserengine.hpp.