1
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
2
<html><head><meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
3
<title>bjerksundstenslandengine.hpp File Reference</title>
4
<link href="quantlib.css" rel="stylesheet" type="text/css">
9
"Layout table: navigation bar in the first cell, contents in the second cell"
16
<img class= "addtopspace" src="QL-small.jpg"
17
alt="QuantLib Logo"></div>
18
<h3 class="navbartitle">QuantLib 0.3.6</h3>
20
<a href="http://quantlib.org/">http://quantlib.org</a></div>
24
<h3 class="navbartitle">User manual</h3>
26
<h4 class="navbartitle">Introduction to QuantLib</h4>
27
<ul class="navlinklist">
28
<li><a class="navlink" href="index.html">Introduction</a></li>
29
<li><a class="navlink" href="overview.html">Project overview</a></li>
30
<li><a class="navlink" href="where.html">Where to get QuantLib</a></li>
31
<li><a class="navlink" href="install.html">Installation</a></li>
32
<li><a class="navlink" href="usage.html">Usage</a></li>
33
<li><a class="navlink" href="history.html">Version history</a></li>
34
<li><a class="navlink" href="resources.html">Additional resources</a></li>
35
<li><a class="navlink" href="group.html">The QuantLib group</a></li>
36
<li><a class="navlink" href="license.html">Copyright and license</a></li>
39
<h4 class="navbartitle">QuantLib components</h4>
40
<ul class="navlinklist">
41
<li><a class="navlink" href="coreclasses.html">Core classes</a></li>
42
<li><a class="navlink" href="datetime.html">Date and time calculations</a></li>
43
<li><a class="navlink" href="lattices.html">Lattice methods</a></li>
44
<li><a class="navlink" href="findiff.html">The finite differences framework</a></li>
45
<li><a class="navlink" href="mcarlo.html">The Monte Carlo framework</a></li>
46
<li><a class="navlink" href="fixedincome.html">Short-rate models</a></li>
47
<li><a class="navlink" href="currencies.html">Currencies and FX rates</a></li>
48
<li><a class="navlink" href="instruments.html">Instruments and pricers</a></li>
49
<li><a class="navlink" href="math.html">Math tools</a></li>
50
<li><a class="navlink" href="patterns.html">Design patterns</a></li>
51
<li><a class="navlink" href="termstructures.html">Term structures</a></li>
52
<li><a class="navlink" href="utilities.html">Utilities</a></li>
53
<li><a class="navlink" href="examples.html">Examples</a></li>
58
<h3 class="navbartitle">Reference manual</h3>
60
<ul class="navlinklist">
61
<li><a class="navlink" href="modules.html">Modules</a></li>
62
<li><a class="navlink" href="hierarchy.html">Class Hierarchy</a></li>
63
<li><a class="navlink" href="annotated.html">Compound List</a></li>
64
<li><a class="navlink" href="files.html">File List</a></li>
65
<li><a class="navlink" href="functions.html">Compound Members</a></li>
66
<li><a class="navlink" href="globals.html">File Members</a></li>
67
<li><a class="navlink" href="todo.html">Todo List</a></li>
68
<li><a class="navlink" href="bug.html">Known Bugs</a></li>
69
<li><a class="navlink" href="deprecated.html">Deprecated Features</a></li>
74
<!--Doxygen-generated content-->
76
<!-- Generated by Doxygen 1.3.6 -->
77
<h1>ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
78
Bjerksund and Stensland approximation engine.
82
<code>#include <<a class="el" href="a01560.html">ql/Instruments/vanillaoption.hpp</a>></code><br>
85
Include dependency graph for bjerksundstenslandengine.hpp:<p><center><img src="a02031.png" border="0" usemap="#bjerksundstenslandengine.hpp_map" alt="Include dependency graph"></center>
86
<map name="bjerksundstenslandengine.hpp_map">
87
<area href="a01560.html" shape="rect" coords="211,294,403,313" alt="">
88
<area href="a01552.html" shape="rect" coords="183,225,431,244" alt="">
89
<area href="a01551.html" shape="rect" coords="308,156,516,174" alt="">
90
<area href="a01632.html" shape="rect" coords="160,86,245,105" alt="">
91
<area href="a01553.html" shape="rect" coords="121,156,284,174" alt="">
92
<area href="a01542.html" shape="rect" coords="7,17,116,36" alt="">
93
<area href="a01639.html" shape="rect" coords="140,17,223,36" alt="">
94
<area href="a01506.html" shape="rect" coords="247,17,345,36" alt="">
95
<area href="a01742.html" shape="rect" coords="355,86,509,105" alt="">
96
<area href="a01744.html" shape="rect" coords="369,17,495,36" alt="">
97
<area href="a01775.html" shape="rect" coords="519,17,660,36" alt="">
99
<table border=0 cellpadding=0 cellspacing=0>
101
<tr><td colspan=2><br><h2>Namespaces</h2></td></tr>
102
<tr><td class="memItemLeft" nowrap align=right valign=top>namespace </td><td class="memItemRight" valign=bottom><b>QuantLib</b></td></tr>
113
<table align="top" width="100%">
115
<td align="middle" width="33%">
116
<strong>QuantLib.org</strong><br>
117
<a href="http://quantlib.org/">
118
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
121
<td align="middle" width="33%">
122
<strong>Hosted by</strong><br>
123
<a href="http://sourceforge.net"><img src=
124
"sfnetlogo.png" width="88" height="31"
125
border="0" alt="SourceForge.net Logo"></a>
127
<td align="middle" width="33%">
128
<strong>Documentation generated by</strong><br>
129
<a href="http://www.doxygen.org">
130
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>