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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2003, 2004 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file bjerksundstenslandengine.hpp
    \brief Bjerksund and Stensland approximation engine

#ifndef quantlib_bjerkland_stensland_engine_hpp
#define quantlib_bjerkland_stensland_engine_hpp

#include <ql/Instruments/vanillaoption.hpp>

namespace QuantLib {

    /*! Pricing engine for American options with
        Bjerksund and Stensland approximation (1993)

        \ingroup vanillaengines

        \test the correctness of the returned value is tested by
              reproducing results available in literature.
00039     class BjerksundStenslandApproximationEngine
        : public VanillaOption::engine {
        void calculate() const;



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