AnalyticSimpleChooserEngine Class Reference
Pricing engine for European Simple Chooser option. More...
#include <ql/experimental/exoticoptions/analyticsimplechooserengine.hpp>
Inheritance diagram for AnalyticSimpleChooserEngine:

Public Member Functions | |
AnalyticSimpleChooserEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process) | |
void | calculate () const |
Detailed Description
Pricing engine for European Simple Chooser option.
This class implements a Simple Chooser Option option, with European exercise.