juquadraticengine (3) Linux Manual Page
NAME
ql/pricingengines/vanilla/juquadraticengine.hpp – Ju quadratic (1999) approximation engine.
SYNOPSIS
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class JuQuadraticApproximationEngine
Pricing engine for American options with Ju quadratic approximation.
Detailed Description
Ju quadratic (1999) approximation engine.
Author
Generated automatically by Doxygen for QuantLib from the source code.