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...