ql/pricingengines/vanilla/fdamericanengine.hpp File Reference
Detailed Description
Finite-differences American option engine.
#include <ql/instruments/oneassetoption.hpp>
#include <ql/pricingengines/vanilla/fdstepconditionengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
#include <ql/methods/finitedifferences/fdtypedefs.hpp>
Include dependency graph for fdamericanengine.hpp:

Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef FDEngineAdapter< FDAmericanCondition< FDStepConditionEngine >, OneAssetOption::engine > | FDAmericanEngine |
Finite-differences pricing engine for American one asset options. |