ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp File Reference


Detailed Description

Barone-Adesi and Whaley approximation engine.

#include <ql/instruments/vanillaoption.hpp>

Include dependency graph for baroneadesiwhaleyengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  BaroneAdesiWhaleyApproximationEngine
 Barone-Adesi and Whaley pricing engine for American options (1987). More...