pricingengines Directory Reference

## Directories

directory | asian
directory | barrier
directory | basket
directory | bond
directory | capfloor
directory | cliquet
directory | credit
directory | forward
directory | inflation
directory | lookback
directory | quanto
directory | swap
directory | swaption
directory | vanilla

## Files

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