QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
Loading...
Searching...
No Matches
ql
experimental
exoticoptions
analyticwriterextensibleoptionengine.hpp
Go to the documentation of this file.
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2011 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis
5
6
This file is part of QuantLib, a free-software/open-source library
7
for financial quantitative analysts and developers - http://quantlib.org/
8
9
QuantLib is free software: you can redistribute it and/or modify it
10
under the terms of the QuantLib license. You should have received a
11
copy of the license along with this program; if not, please email
12
<quantlib-dev@lists.sf.net>. The license is also available online at
13
<http://quantlib.org/license.shtml>.
14
15
This program is distributed in the hope that it will be useful, but WITHOUT
16
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17
FOR A PARTICULAR PURPOSE. See the license for more details.
18
*/
19
20
#ifndef quantlib_experimental_analytic_writer_extensible_option_engine_hpp
21
#define quantlib_experimental_analytic_writer_extensible_option_engine_hpp
22
23
// Deprecated in version 1.38
24
#pragma message("Warning: this file will disappear in a future release; include <ql/pricingengines/exotic/analyticwriterextensibleoptionengine.hpp> instead."
)
25
26
#include <
ql/pricingengines/exotic/analyticwriterextensibleoptionengine.hpp
>
27
28
#endif
analyticwriterextensibleoptionengine.hpp
Analytic engine for writer-extensible options.
Generated by
Doxygen
1.9.5