Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

fdamericanengine.hpp File Reference


Detailed Description

Finite-differences American option engine.

Definition in file fdamericanengine.hpp.

#include <ql/PricingEngines/Vanilla/fdstepconditionengine.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/FiniteDifferences/americancondition.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDAmericanEngine
 Finite-differences pricing engine for American one asset options. More...


Generated by  Doxygen 1.6.0   Back to index