qdplusamericanengine.hpp File Reference

#include <ql/utilities/null.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

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Classes
class	QdPutCallParityEngine
class	QdPlusAddOnValue
class	QdPlusAmericanEngine
	American engine based on the QD+ approximation to the exercise boundary. More...

Namespaces
namespace	QuantLib
namespace	QuantLib::detail