QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Files | |
file | analyticamericanmargrabeengine.cpp [code] |
file | analyticamericanmargrabeengine.hpp [code] |
Analytic engine for American Margrabe option. | |
file | analyticcomplexchooserengine.cpp [code] |
file | analyticcomplexchooserengine.hpp [code] |
Analytic engine for complex chooser option. | |
file | analyticcompoundoptionengine.cpp [code] |
file | analyticcompoundoptionengine.hpp [code] |
Analytic compound option engines. | |
file | analyticeuropeanmargrabeengine.cpp [code] |
file | analyticeuropeanmargrabeengine.hpp [code] |
Analytic engine for European Margrabe option. | |
file | analyticsimplechooserengine.cpp [code] |
file | analyticsimplechooserengine.hpp [code] |
Analytic engine for simple chooser option. | |