|  | 
| file | fd2dblackscholesvanillaengine.hpp | 
|  | Finite-Differences 2 dim Black Scholes vanilla option engine. 
 | 
|  | 
| file | kirkengine.hpp | 
|  | kirk formulae, due to Kirk (1995) 
 | 
|  | 
| file | mcamericanbasketengine.hpp | 
|  | Least-square Monte Carlo engines. 
 | 
|  | 
| file | mceuropeanbasketengine.hpp | 
|  | European basket MC Engine. 
 | 
|  | 
| file | stulzengine.hpp | 
|  | 2D European Basket formulae, due to Stulz (1982) 
 | 
|  |