analytic Bates model engine More...
#include <ql/qldefines.hpp>
#include <ql/models/equity/batesmodel.hpp>
#include <ql/pricingengines/vanilla/analytichestonengine.hpp>
Classes | |
class | BatesEngine |
Bates model engines based on Fourier transform. More... |
analytic Bates model engine