- QuantLib
- AnalyticWriterExtensibleOptionEngine
Analytic engine for writer-extensible options. More...
#include <ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp>

Public Member Functions | |
| AnalyticWriterExtensibleOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process) | |
| void | calculate () const |
Analytic engine for writer-extensible options.