|
| 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.
|
| |
