exoticoptions Directory Reference

Files
file	analyticamericanmargrabeengine.hpp
	Analytic engine for American Margrabe option.
file	analyticeuropeanmargrabeengine.hpp
	Analytic engine for European Margrabe option.
file	analyticsimplechooserengine.hpp
	Analytic engine for simple chooser option.
file	analyticwriterextensibleoptionengine.hpp
	Analytic engine for writer-extensible options.
file	continuousarithmeticasianlevyengine.hpp
	Levy engine for continuous arithmetic Asian options.
file	everestoption.hpp
	Everest option on a number of assets.
file	himalayaoption.hpp
	Himalaya option on a number of assets.
file	kirkspreadoptionengine.hpp
	Kirk approximation for European spread option on futures.
file	margrabeoption.hpp
	Margrabe option on two assets.
file	mceverestengine.hpp
	Monte Carlo engine for Everest options.
file	mchimalayaengine.hpp
	Monte Carlo engine for Himalaya options.
file	mcpagodaengine.hpp
	Monte Carlo engine for pagoda options.
file	pagodaoption.hpp
	Roofed Asian option on a number of assets.
file	simplechooseroption.hpp
	Simple chooser option on a single asset.
file	spreadoption.hpp
	Spread option on two assets.
file	writerextensibleoption.hpp
	Writer-extensible option.