intrinsicascotengine.hpp File Reference

intrinsic engine for Ascots More...

#include <qle/instruments/ascot.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/yield/flatforward.hpp>

Classes
class	IntrinsicAscotEngine
	Intrinsic engine for Ascots. More...

Detailed Description

intrinsic engine for Ascots