QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

IntegralEngine Class Reference #include <ql/PricingEngines/Vanilla/integralengine.hpp> Inheritance diagram for IntegralEngine: [legend]List of all members. Detailed Description Pricing engine for European vanilla options using integral approach Todo: define tolerance for calculate() Public Member Functions void  calculate () const

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