QuantLib: C:/dev/QuantLib/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Bjerksund and Stensland approximation engine. More...

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

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Classes
class	BjerksundStenslandApproximationEngine
	Bjerksund and Stensland pricing engine for American options (1993) More...

Namespaces
namespace	QuantLib

Detailed Description

Bjerksund and Stensland approximation engine.

Definition in file bjerksundstenslandengine.hpp.