basketengines

Langue: en

Autres versions - même langue

Version: 163071 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

Basket option engines -

Classes


class MCAmericanBasketEngine< RNG >
least-square Monte Carlo engine
class MCBasketEngine< RNG, S >
Pricing engine for basket options using Monte Carlo simulation.
class StulzEngine
Pricing engine for 2D European Baskets.

Detailed Description

Author

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