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...