IntrinsicAscotEngine Class Reference

Intrinsic engine for Ascots. More...

#include <qle/pricingengines/intrinsicascotengine.hpp>

Inheritance diagram for IntrinsicAscotEngine:

Public Member Functions
	IntrinsicAscotEngine (const Handle< YieldTermStructure > &discountCurve)
void	calculate () const override

Detailed Description

Intrinsic engine for Ascots.