base engine for options with events happening at specific times More...
#include <ql/pricingengines/vanilla/fdvanillaengine.hpp>#include <ql/instruments/oneassetoption.hpp>#include <ql/methods/finitedifferences/fdtypedefs.hpp>#include <ql/event.hpp>#include <ql/exercise.hpp>
base engine for options with events happening at specific times