exoticoptions Directory Reference

Files
file	analyticamericanmargrabeengine.hpp [code]
file	analyticcomplexchooserengine.hpp [code]
file	analyticcompoundoptionengine.hpp [code]
file	analyticeuropeanmargrabeengine.hpp [code]
file	analyticholderextensibleoptionengine.cpp [code]
file	analyticholderextensibleoptionengine.hpp [code]
	Analytic engine for holder-extensible options.
file	analyticpartialtimebarrieroptionengine.cpp [code]
file	analyticpartialtimebarrieroptionengine.hpp [code]
	Analytic engine for partial-time barrier options.
file	analyticpdfhestonengine.cpp [code]
	Analytic engine for arbitrary European payoffs under the Heston model.
file	analyticpdfhestonengine.hpp [code]
	Analytic engine for arbitrary European payoffs under the Heston model.
file	analyticsimplechooserengine.hpp [code]
file	analytictwoassetbarrierengine.cpp [code]
file	analytictwoassetbarrierengine.hpp [code]
	Analytic engine for barrier option on two assets.
file	analytictwoassetcorrelationengine.cpp [code]
file	analytictwoassetcorrelationengine.hpp [code]
	Analytic engine for two-asset correlation options.
file	analyticwriterextensibleoptionengine.cpp [code]
file	analyticwriterextensibleoptionengine.hpp [code]
	Analytic engine for writer-extensible options.
file	complexchooseroption.hpp [code]
file	compoundoption.hpp [code]
file	continuousarithmeticasianlevyengine.cpp [code]
file	continuousarithmeticasianlevyengine.hpp [code]
	Levy engine for continuous arithmetic Asian options.
file	continuousarithmeticasianvecerengine.cpp [code]
file	continuousarithmeticasianvecerengine.hpp [code]
	Vecer engine for continuous arithmetic Asian options.
file	everestoption.cpp [code]
file	everestoption.hpp [code]
	Everest option on a number of assets.
file	himalayaoption.cpp [code]
file	himalayaoption.hpp [code]
	Himalaya option on a number of assets.
file	holderextensibleoption.cpp [code]
file	holderextensibleoption.hpp [code]
	Holder-extensible option.
file	kirkspreadoptionengine.cpp [code]
file	kirkspreadoptionengine.hpp [code]
	Kirk approximation for European spread option on futures.
file	margrabeoption.hpp [code]
file	mceverestengine.cpp [code]
file	mceverestengine.hpp [code]
	Monte Carlo engine for Everest options.
file	mchimalayaengine.cpp [code]
file	mchimalayaengine.hpp [code]
	Monte Carlo engine for Himalaya options.
file	mcpagodaengine.cpp [code]
file	mcpagodaengine.hpp [code]
	Monte Carlo engine for pagoda options.
file	pagodaoption.cpp [code]
file	pagodaoption.hpp [code]
	Roofed Asian option on a number of assets.
file	partialtimebarrieroption.cpp [code]
file	partialtimebarrieroption.hpp [code]
	Partial-time barrier option.
file	simplechooseroption.hpp [code]
file	spreadoption.hpp [code]
	Spread option on two assets.
file	twoassetbarrieroption.cpp [code]
file	twoassetbarrieroption.hpp [code]
	Barrier option on two assets.
file	twoassetcorrelationoption.cpp [code]
file	twoassetcorrelationoption.hpp [code]
	Two-asset correlation option.
file	writerextensibleoption.cpp [code]
file	writerextensibleoption.hpp [code]
	Writer-extensible option.