analyticdigitalamericanengine.hpp File Reference

analytic digital American option engine More...

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

Go to the source code of this file.

Classes
class	AnalyticDigitalAmericanEngine
	Analytic pricing engine for American vanilla options with digital payoff. More...
class	AnalyticDigitalAmericanKOEngine
	Analytic pricing engine for American Knock-out options with digital payoff. More...

Namespaces
namespace	QuantLib

Detailed Description

analytic digital American option engine

Definition in file analyticdigitalamericanengine.hpp.