|  | 
| file | analyticbsmhullwhiteengine.hpp | 
|  | analytic Black-Scholes engines including stochastic interest rates 
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|  | 
| file | analyticdigitalamericanengine.hpp | 
|  | analytic digital American option engine 
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|  | 
| file | analyticdividendeuropeanengine.hpp | 
|  | Analytic discrete-dividend European engine. 
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|  | 
| file | analyticeuropeanengine.hpp | 
|  | Analytic European engine. 
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|  | 
| file | analyticgjrgarchengine.hpp | 
|  | analytic GJR-GARCH-model engine 
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|  | 
| file | analytich1hwengine.hpp | 
|  | analytic Heston-Hull-White engine based on the H1-HW approximation 
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|  | 
| file | analytichestonengine.hpp | 
|  | analytic Heston-model engine 
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|  | 
| file | analytichestonhullwhiteengine.hpp | 
|  | analytic heston engine incl. stochastic interest rates 
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|  | 
| file | analyticptdhestonengine.hpp | 
|  | analytic piecewise time dependent Heston-model engine 
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|  | 
| file | baroneadesiwhaleyengine.hpp | 
|  | Barone-Adesi and Whaley approximation engine. 
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|  | 
| file | batesengine.hpp | 
|  | analytic Bates model engine 
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|  | 
| file | binomialengine.hpp | 
|  | Binomial option engine. 
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|  | 
| file | bjerksundstenslandengine.hpp | 
|  | Bjerksund and Stensland approximation engine. 
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|  | 
| file | coshestonengine.hpp | 
|  | Heston engine based on Fourier-Cosine series expansions. 
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|  | 
| file | discretizedvanillaoption.hpp | 
|  | discretized vanilla option 
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|  | 
| file | fdamericanengine.hpp | 
|  | Finite-differences American option engine. 
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|  | 
| file | fdbatesvanillaengine.hpp | 
|  | Partial Integro Finite-Differences Bates vanilla option engine. 
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|  | 
| file | fdbermudanengine.hpp | 
|  | finite-difference Bermudan engine 
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|  | 
| file | fdblackscholesvanillaengine.hpp | 
|  | Finite-Differences Black Scholes vanilla option engine. 
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|  | 
| file | fdconditions.hpp | 
|  | Finite-difference templates to generate engines. 
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|  | 
| file | fddividendamericanengine.hpp | 
|  | american engine with discrete deterministic dividends 
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|  | 
| file | fddividendengine.hpp | 
|  | base engine for option with dividends 
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|  | 
| file | fddividendeuropeanengine.hpp | 
|  | finite-differences engine for European option with dividends 
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|  | 
| file | fddividendshoutengine.hpp | 
|  | base class for shout engine with dividends 
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|  | 
| file | fdeuropeanengine.hpp | 
|  | Finite-difference European engine. 
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|  | 
| file | fdhestonhullwhitevanillaengine.hpp | 
|  | Finite-Differences Heston Hull-White vanilla option engine. 
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|  | 
| file | fdhestonvanillaengine.hpp | 
|  | Finite-Differences Heston vanilla option engine. 
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|  | 
| file | fdmultiperiodengine.hpp | 
|  | base engine for options with events happening at specific times 
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|  | 
| file | fdshoutengine.hpp | 
|  | Finite-differences shout engine. 
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|  | 
| file | fdsimplebsswingengine.hpp | 
|  | Finite Differences Ornstein Uhlenbeck plus exponential jumps engine for vanilla options. 
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|  | 
| file | fdstepconditionengine.hpp | 
|  | Finite-differences step-condition engine. 
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|  | 
| file | fdvanillaengine.hpp | 
|  | Finite-differences vanilla-option engine. 
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|  | 
| file | integralengine.hpp | 
|  | Integral option engine. 
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|  | 
| file | jumpdiffusionengine.hpp | 
|  | Jump diffusion (Merton 1976) engine. 
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|  | 
| file | juquadraticengine.hpp | 
|  | Ju quadratic (1999) approximation engine. 
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|  | 
| file | mcamericanengine.hpp | 
|  | American Monte Carlo engine. 
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|  | 
| file | mcdigitalengine.hpp | 
|  | digital option Monte Carlo engine 
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|  | 
| file | mceuropeanengine.hpp | 
|  | Monte Carlo European option engine. 
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|  | 
| file | mceuropeangjrgarchengine.hpp | 
|  | Monte Carlo GJR-GARCH-model engine for European options. 
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|  | 
| file | mceuropeanhestonengine.hpp | 
|  | Monte Carlo Heston-model engine for European options. 
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|  | 
| file | mchestonhullwhiteengine.hpp | 
|  | Monte Carlo vanilla option engine for stochastic interest rates. 
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|  | 
| file | mcvanillaengine.hpp | 
|  | Monte Carlo vanilla option engine. 
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|  |