pricingengine.hpp File Reference

Base class for pricing engines. More...

#include <ql/patterns/observable.hpp>

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Classes
class	PricingEngine
	interface for pricing engines More...
class	PricingEngine::arguments
class	PricingEngine::results
class	GenericEngine< ArgumentsType, ResultsType >
	template base class for option pricing engines More...

Namespaces
namespace	QuantLib

Detailed Description

Base class for pricing engines.

Definition in file pricingengine.hpp.