QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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file  fd2dblackscholesvanillaengine.cpp [code]
 
file  fd2dblackscholesvanillaengine.hpp [code]
 Finite-Differences 2 dim Black Scholes vanilla option engine.
 
file  kirkengine.cpp [code]
 
file  kirkengine.hpp [code]
 kirk formulae, due to Kirk (1995)
 
file  mcamericanbasketengine.cpp [code]
 
file  mcamericanbasketengine.hpp [code]
 Least-square Monte Carlo engines.
 
file  mceuropeanbasketengine.cpp [code]
 
file  mceuropeanbasketengine.hpp [code]
 European basket MC Engine.
 
file  stulzengine.cpp [code]
 
file  stulzengine.hpp [code]
 2D European Basket formulae, due to Stulz (1982)