ql/pricingengines/vanilla/bjerksundstenslandengine.hpp File Reference

Bjerksund and Stensland approximation engine. More...

Include dependency graph for bjerksundstenslandengine.hpp:

Classes

class  BjerksundStenslandApproximationEngine
 Bjerksund and Stensland pricing engine for American options (1993) More...

Detailed Description

Bjerksund and Stensland approximation engine.