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.