ql/pricingengines/vanilla/bjerksundstenslandengine.hpp File Reference
Detailed Description
Bjerksund and Stensland approximation engine.
#include <ql/instruments/vanillaoption.hpp>
Include dependency graph for bjerksundstenslandengine.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | BjerksundStenslandApproximationEngine |
Bjerksund and Stensland pricing engine for American options (1993). More... |