QuantLib: IntegralEngine Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
IntegralEngine Class Reference
Pricing engines » Vanilla option engines

Pricing engine for European vanilla options using integral approach. More...

`#include <ql/pricingengines/vanilla/integralengine.hpp>`

Inherits engine.

## Public Member Functions
| IntegralEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &)
void | calculate () const

## Detailed Description

Pricing engine for European vanilla options using integral approach.

Examples
  EquityOption.cpp.