batesengine.hpp File Reference

analytic Bates model engine More...

#include <ql/qldefines.hpp>
#include <ql/models/equity/batesmodel.hpp>
#include <ql/pricingengines/vanilla/analytichestonengine.hpp>

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Classes
class	BatesEngine
	Bates model engines based on Fourier transform. More...
class	BatesDetJumpEngine
class	BatesDoubleExpEngine
class	BatesDoubleExpDetJumpEngine

Namespaces
namespace	QuantLib

Detailed Description

analytic Bates model engine

Definition in file batesengine.hpp.