QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Go to the source code of this file.
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 |