bjerksundstenslandengine.hpp

Langue: en

Autres versions - même langue

Version: 377744 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/bjerksundstenslandengine.hpp -

Bjerksund and Stensland approximation engine.

SYNOPSIS


#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes


class BjerksundStenslandApproximationEngine
Bjerksund and Stensland pricing engine for American options (1993).

Detailed Description

Bjerksund and Stensland approximation engine.

Author

Generated automatically by Doxygen for QuantLib from the source code.