| Classes | |
| class | MCAmericanPathEngine< RNG > | 
| least-square Monte Carlo engine  More... | |
| class | Fd2dBlackScholesVanillaEngine | 
| Two dimensional finite-differences Black Scholes vanilla option engine.  More... | |
| class | KirkEngine | 
| Pricing engine for spread option on two futures.  More... | |
| class | MCAmericanBasketEngine< RNG > | 
| least-square Monte Carlo engine  More... | |
| class | MCEuropeanBasketEngine< RNG, S > | 
| Pricing engine for European basket options using Monte Carlo simulation.  More... | |
| class | StulzEngine | 
| Pricing engine for 2D European Baskets.  More... | |