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| file | americanpayoffatexpiry.hpp |
| | Analytical formulae for american exercise with payoff at expiry.
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| file | americanpayoffathit.hpp |
| | Analytical formulae for american exercise with payoff at hit.
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| file | blackcalculator.hpp |
| | Black-formula calculator class.
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| file | blackformula.hpp |
| | Black formula.
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| file | blackscholescalculator.hpp |
| | Black-Scholes formula calculator class.
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| file | genericmodelengine.hpp |
| | Generic option engine based on a model.
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| file | greeks.hpp |
| | default greek calculations
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| file | latticeshortratemodelengine.hpp |
| | Engine for a short-rate model specialized on a lattice.
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| file | mclongstaffschwartzengine.hpp |
| | Longstaff Schwartz Monte Carlo engine for early exercise options.
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| file | mcsimulation.hpp |
| | framework for Monte Carlo engines
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