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| file | fd2dblackscholesvanillaengine.hpp |
| | Finite-Differences 2 dim Black Scholes vanilla option engine.
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| |
| file | kirkengine.hpp |
| | kirk formulae, due to Kirk (1995)
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| |
| file | mcamericanbasketengine.hpp |
| | Least-square Monte Carlo engines.
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| |
| file | mceuropeanbasketengine.hpp |
| | European basket MC Engine.
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| |
| file | stulzengine.hpp |
| | 2D European Basket formulae, due to Stulz (1982)
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| |