Does anybody know how to call the following PricingEngine(ObjectHandler::PricingEngineConstructor2)? When I tried qlPricingEngine function, it tells me that CRR, FDA,FDB, etc is not a invalid Engine Type. I can call all the Engine types in ObjectHandler::PricingEngineConstructor1 without any problem using qlPricingEngine function.
Thank you for your help!
Best Regards,
yongming
| String |
Class |
| AEQPB |
QuantLib::AdditiveEQPBinomialTree |
| CRR |
QuantLib::CoxRossRubinstein |
| FDA |
QuantLib::FDAmericanEngine |
| FDB |
QuantLib::FDBermudanEngine |
| FDE |
QuantLib::FDEuropeanEngine |
| JOSHI |
QuantLib::Joshi4 |
| JR |
QuantLib::JarrowRudd |
| LR |
QuantLib::LeisenReimer |
| TIAN |
QuantLib::Tian |
| TRI |
QuantLib::Trigeorgis |
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