Package org.jquantlib.pricingengines.vanilla

Class Summary

Class	Description
AnalyticDividendEuropeanEngine	Analytic pricing engine for European options with discrete dividends
BaroneAdesiWhaleyApproximationEngine	Barone-Adesi and Whaley pricing engine for American options
BinomialVanillaEngine<T extends Tree>	Pricing engine for vanilla options using binomial trees
BjerksundStenslandApproximationEngine	Bjerksund and Stensland approximation engine
DiscretizedVanillaOption	Discretized vanilla option
IntegralEngine	Pricing engine for European vanilla options using integral approach
JumpDiffusionEngine	Jump-diffusion engine for vanilla options
JuQuadraticApproximationEngine	An Approximate Formula for Pricing American Options, Journal of Derivatives Winter 1999, Ju, N.
MCEuropeanEngine	European option pricing engine using Monte Carlo simulation
MCVanillaEngine	Pricing engine for vanilla options using Monte Carlo simulation