QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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BjerksundStenslandApproximationEngine Member List

This is the complete list of members for BjerksundStenslandApproximationEngine, including all inherited members.

americanCallApproximation(Real S, Real X, Real rfD, Real dD, Real variance) constBjerksundStenslandApproximationEngineprivate
BjerksundStenslandApproximationEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >)BjerksundStenslandApproximationEngine
calculate() const overrideBjerksundStenslandApproximationEngine
europeanCallResults(Real S, Real X, Real rfD, Real dD, Real variance) constBjerksundStenslandApproximationEngineprivate
immediateExercise(Real S, Real X) constBjerksundStenslandApproximationEngineprivate
process_BjerksundStenslandApproximationEngineprivate