QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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qdplusamericanengine.hpp File Reference
#include <ql/utilities/null.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

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Classes

class  QdPutCallParityEngine
 
class  QdPlusAddOnValue
 
class  QdPlusAmericanEngine
 American engine based on the QD+ approximation to the exercise boundary. More...
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail