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

Classes | |
class | JuQuadraticApproximationEngine |
Pricing engine for American options with Ju quadratic approximation. More... |
Detailed Description
Ju quadratic (1999) approximation engine.