QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

Vanilla option engines [Pricing engines] Classes class   AnalyticDigitalAmericanEngine class   AnalyticDividendEuropeanEngine   Analytic pricing engine for European options with discrete dividends. More... class   AnalyticEuropeanEngine   Pricing engine for European vanilla options using analytical formulae. More... class   BaroneAdesiWhaleyApproximationEngine class   BinomialVanillaEngine   Pricing engine for vanilla options using binomial trees. More... class   BjerksundStenslandApproximationEngine class   IntegralEngine class   JumpDiffusionEngine   Jump-diffusion engine for vanilla options. More... class   JuQuadraticApproximationEngine class   MCDigitalEngine   Pricing engine for digital options using Monte Carlo simulation. More... class   MCEuropeanEngine   European option pricing engine using Monte Carlo simulation. More... class   MCVanillaEngine   Pricing engine for vanilla options using Monte Carlo simulation. More...

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