Examples of PricingEngine

                new Handle<Quote>(spot),
                new Handle<YieldTermStructure>(qTS),
                new Handle<YieldTermStructure>(rTS),
                new Handle<BlackVolTermStructure>(volTS));


        final PricingEngine engine = new AnalyticContinuousGeometricAveragePriceAsianEngine(stochProcess);






        final Date today = new Settings().evaluationDate();

Examples of org.jquantlib.pricingengines.PricingEngine

        // obtain stochastic process
        this.stochProcess = new BlackScholesMertonProcess(new Handle<Quote>(spot), qTS, rTS, volTS);


        // obtain a pricing engine and assign to this option :: 3 intervals a day
        final int timeSteps = (int) (exercise.lastDate().sub(referenceDate) * 3);
        final PricingEngine engine = new BinomialDividendVanillaEngine<CoxRossRubinstein>(CoxRossRubinstein.class, stochProcess, timeSteps) { /* anonymous */ };


        // assign the pricing engine to this option
        this.setPricingEngine(engine);


        // assign new values to spot, qRate, rRate and vol

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