- QuantLib
- AnalyticSimpleChooserEngine
 
Pricing engine for European Simple Chooser option. More...
#include <ql/experimental/exoticoptions/analyticsimplechooserengine.hpp>

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