 
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