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| file | analyticamericanmargrabeengine.hpp |
| | Analytic engine for American Margrabe option.
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| file | analyticcomplexchooserengine.hpp |
| | Analytic engine for complex chooser option.
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| file | analyticcompoundoptionengine.hpp |
| | Analytic compound option engines.
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| file | analyticeuropeanmargrabeengine.hpp |
| | Analytic engine for European Margrabe option.
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| file | analyticholderextensibleoptionengine.hpp |
| | Analytic engine for holder-extensible options.
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| file | analyticpartialtimebarrieroptionengine.hpp |
| | Analytic engine for partial-time barrier options.
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| file | analyticpdfhestonengine.hpp |
| | Analytic engine for arbitrary European payoffs under the Heston model.
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| file | analyticsimplechooserengine.hpp |
| | Analytic engine for simple chooser option.
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| file | analytictwoassetbarrierengine.hpp |
| | Analytic engine for barrier option on two assets.
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| file | analytictwoassetcorrelationengine.hpp |
| | Analytic engine for two-asset correlation options.
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| file | analyticwriterextensibleoptionengine.hpp |
| | Analytic engine for writer-extensible options.
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| file | complexchooseroption.hpp |
| | Complex chooser option.
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| file | compoundoption.hpp |
| | Compound option on a single asset.
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| file | continuousarithmeticasianlevyengine.hpp |
| | Levy engine for continuous arithmetic Asian options.
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| file | continuousarithmeticasianvecerengine.hpp |
| | Vecer engine for continuous arithmetic Asian options.
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| |
| file | everestoption.hpp |
| | Everest option on a number of assets.
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| |
| file | himalayaoption.hpp |
| | Himalaya option on a number of assets.
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| file | holderextensibleoption.hpp |
| | Holder-extensible option.
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| |
| file | kirkspreadoptionengine.hpp |
| | Kirk approximation for European spread option on futures.
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| file | margrabeoption.hpp |
| | Margrabe option on two assets.
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| |
| file | mceverestengine.hpp |
| | Monte Carlo engine for Everest options.
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| file | mchimalayaengine.hpp |
| | Monte Carlo engine for Himalaya options.
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| file | mcpagodaengine.hpp |
| | Monte Carlo engine for pagoda options.
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| file | pagodaoption.hpp |
| | Roofed Asian option on a number of assets.
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| file | partialtimebarrieroption.hpp |
| | Partial-time barrier option.
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| file | simplechooseroption.hpp |
| | Simple chooser option on a single asset.
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| file | spreadoption.hpp |
| | Spread option on two assets.
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| file | twoassetbarrieroption.hpp |
| | Barrier option on two assets.
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| file | twoassetcorrelationoption.hpp |
| | Two-asset correlation option.
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| file | writerextensibleoption.hpp |
| | Writer-extensible option.
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