exoticoptions Directory Reference

## Files

file | analyticamericanmargrabeengine.hpp
| Analytic engine for American Margrabe option.
file | analyticcomplexchooserengine.hpp
| Analytic engine for complex chooser option.
file | analyticcompoundoptionengine.hpp
| Analytic compound option engines.
file | analyticeuropeanmargrabeengine.hpp
| Analytic engine for European Margrabe option.
file | analyticholderextensibleoptionengine.hpp
| Analytic engine for holder-extensible options.
file | analyticpartialtimebarrieroptionengine.hpp
| Analytic engine for partial-time barrier options.
file | analyticpdfhestonengine.hpp
| Analytic engine for arbitrary European payoffs under the Heston model.
file | analyticsimplechooserengine.hpp
| Analytic engine for simple chooser option.
file | analytictwoassetbarrierengine.hpp
| Analytic engine for barrier option on two assets.
file | analytictwoassetcorrelationengine.hpp
| Analytic engine for two-asset correlation options.
file | analyticwriterextensibleoptionengine.hpp
| Analytic engine for writer-extensible options.
file | complexchooseroption.hpp
| Complex chooser option.
file | compoundoption.hpp
| Compound option on a single asset.
file | continuousarithmeticasianlevyengine.hpp
| Levy engine for continuous arithmetic Asian options.
file | continuousarithmeticasianvecerengine.hpp
| Vecer engine for continuous arithmetic Asian options.
file | everestoption.hpp
| Everest option on a number of assets.
file | himalayaoption.hpp
| Himalaya option on a number of assets.
file | holderextensibleoption.hpp
| Holder-extensible option.
file | kirkspreadoptionengine.hpp
| Kirk approximation for European spread option on futures.
file | margrabeoption.hpp
| Margrabe option on two assets.
file | mceverestengine.hpp
| Monte Carlo engine for Everest options.
file | mchimalayaengine.hpp
| Monte Carlo engine for Himalaya options.
file | mcpagodaengine.hpp
| Monte Carlo engine for pagoda options.
file | pagodaoption.hpp
| Roofed Asian option on a number of assets.
file | partialtimebarrieroption.hpp
| Partial-time barrier option.
file | simplechooseroption.hpp
| Simple chooser option on a single asset.
file | spreadoption.hpp
| Spread option on two assets.
file | twoassetbarrieroption.hpp
| Barrier option on two assets.
file | twoassetcorrelationoption.hpp
| Two-asset correlation option.
file | writerextensibleoption.hpp
| Writer-extensible option.