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  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 option using Monte Carlo simulation. More...


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