|  | 
| file | americanpayoffatexpiry.hpp | 
|  | Analytical formulae for american exercise with payoff at expiry. 
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|  | 
| file | americanpayoffathit.hpp | 
|  | Analytical formulae for american exercise with payoff at hit. 
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|  | 
| file | blackcalculator.hpp | 
|  | Black-formula calculator class. 
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|  | 
| file | blackformula.hpp | 
|  | Black formula. 
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|  | 
| file | blackscholescalculator.hpp | 
|  | Black-Scholes formula calculator class. 
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|  | 
| file | genericmodelengine.hpp | 
|  | Generic option engine based on a model. 
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|  | 
| file | greeks.hpp | 
|  | default greek calculations 
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|  | 
| file | latticeshortratemodelengine.hpp | 
|  | Engine for a short-rate model specialized on a lattice. 
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|  | 
| file | mclongstaffschwartzengine.hpp | 
|  | Longstaff Schwartz Monte Carlo engine for early exercise options. 
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|  | 
| file | mcsimulation.hpp | 
|  | framework for Monte Carlo engines 
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|  |