Vanilla option engines
[Pricing engines]


Classes

class  AnalyticDigitalAmericanEngine
class  AnalyticDividendEuropeanEngine
 Analytic pricing engine for European options with discrete dividends. More...
class  AnalyticEuropeanEngine
 Pricing engine for European vanilla options using analytical formulae. More...
class  AnalyticHestonEngine
 analytic Heston-model engine based on Fourier transform More...
class  BaroneAdesiWhaleyApproximationEngine
class  BatesEngine
 Bates model engines based on Fourier transform. More...
class  BinomialVanillaEngine
 Pricing engine for vanilla options using binomial trees. More...
class  BjerksundStenslandApproximationEngine
class  FDAmericanEngine
 Finite-differences pricing engine for American one asset options. More...
class  FDBermudanEngine
 Finite-differences Bermudan engine. More...
class  FDDividendAmericanEngine
 Finite-differences pricing engine for dividend American options. More...
class  FDDividendEngine
 Base finite-differences pricing engine for dividend options. More...
class  FDDividendEuropeanEngine
 Finite-differences pricing engine for dividend European options. More...
class  FDDividendShoutEngine
 Finite-differences shout engine with dividends. More...
class  FDEuropeanEngine
 Pricing engine for European options using finite-differences. More...
class  FDShoutEngine
 Finite-differences pricing engine for shout vanilla options. More...
class  FDStepConditionEngine
 Finite-differences pricing engine for American-style vanilla options. More...
class  FDVanillaEngine
 Finite-differences pricing engine for BSM one asset options. More...
class  IntegralEngine
class  JumpDiffusionEngine
 Jump-diffusion engine for vanilla options. More...
class  JuQuadraticApproximationEngine
class  MCDigitalEngine
 Pricing engine for digital options using Monte Carlo simulation. More...
class  MCEuropeanEngine
 European option pricing engine using Monte Carlo simulation. More...
class  MCEuropeanHestonEngine
 Monte Carlo Heston-model engine for European options. More...
class  MCHestonEngine
 Monte Carlo Heston-model engine. More...
class  MCVanillaEngine
 Pricing engine for vanilla options using Monte Carlo simulation. More...


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