ql/pricingengines/vanilla/juquadraticengine.hpp File Reference
Detailed Description
Ju quadratic (1999) approximation engine.
#include <ql/instruments/vanillaoption.hpp>
Include dependency graph for juquadraticengine.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | JuQuadraticApproximationEngine |
Pricing engine for American options with Ju quadratic approximation. More... |