fftengine.hpp File Reference

base class for FFT option pricing engines More...

#include <ql/instruments/vanillaoption.hpp>
#include <ql/stochasticprocess.hpp>
#include <complex>

Go to the source code of this file.

Classes
class	FFTEngine
	Base class for FFT pricing engines for European vanilla options. More...

Namespaces
namespace	QuantLib

Detailed Description

base class for FFT option pricing engines

Definition in file fftengine.hpp.