qdfpamericanengine.hpp File Reference

#include <ql/pricingengines/vanilla/qdplusamericanengine.hpp>

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Classes
class	QdFpIterationScheme
	Iteration scheme for fixed-point QD American engine. More...
class	QdFpLegendreScheme
	Gauss-Legendre (l,m,n)-p Scheme. More...
class	QdFpLegendreTanhSinhScheme
	Legendre-Tanh-Sinh (l,m,n)-eps Scheme. More...
class	QdFpTanhSinhIterationScheme
	tanh-sinh (m,n)-eps Scheme More...
class	QdFpAmericanEngine
	High performance/precision American engine based on fixed point iteration for the exercise boundary. More...

Namespaces
namespace	QuantLib