BjerksundStenslandApproximationEngine Class Reference

#include <ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp>

Inheritance diagram for BjerksundStenslandApproximationEngine:

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Detailed Description

Pricing engine for American vanilla options with Bjerksund and Stensland approximation (1993)


Public Member Functions

void calculate () const


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