juquadraticengine.hpp File Reference

Ju quadratic (1999) approximation engine. More...

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

Go to the source code of this file.

Classes
class	JuQuadraticApproximationEngine
	Pricing engine for American options with Ju quadratic approximation. More...

Namespaces
namespace	QuantLib

Detailed Description

Ju quadratic (1999) approximation engine.

Definition in file juquadraticengine.hpp.