QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
qdfpamericanengine.hpp File Reference
#include <ql/pricingengines/vanilla/qdplusamericanengine.hpp>

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Classes

class  QdFpIterationScheme
 Iteration scheme for fixed-point QD American engine. More...
 
class  QdFpLegendreScheme
 Gauss-Legendre (l,m,n)-p Scheme. More...
 
class  QdFpLegendreTanhSinhScheme
 Legendre-Tanh-Sinh (l,m,n)-eps Scheme. More...
 
class  QdFpTanhSinhIterationScheme
 tanh-sinh (m,n)-eps Scheme More...
 
class  QdFpAmericanEngine
 High performance/precision American engine based on fixed point iteration for the exercise boundary. More...
 

Namespaces

namespace  QuantLib