quantlib.pricingengines.vanilla.vanilla.

BatesEngine¶

class BatesEngine(BatesModel model, int integration_order=144)¶: Bases: AnalyticHestonEngine

Quantlib cython wrapper

Navigation

Getting started
Tutorial
User’s guide
Reference guide
- Reference documentation for the quantlib package
- How to wrap QuantLib classes with cython
Roadmap
Documentation

Related Topics

Documentation overview
- Reference guide
  - quantlib
    - quantlib.pricingengines
      - quantlib.pricingengines.vanilla
        
        quantlib.pricingengines.vanilla.vanilla
        
        Previous: BatesDoubleExpEngine
        
        Next: FdHestonHullWhiteVanillaEngine

Quick search

©2011, Didrik Pinte, Patrick Henaff. | Powered by Sphinx 8.1.3 & Alabaster 1.0.0 | Page source