Analytic pricing engine for American Knock-out options with digital payoff. More...
#include <ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp>
Public Member Functions | |
AnalyticDigitalAmericanKOEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &engine) | |
virtual bool | knock_in () const |
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AnalyticDigitalAmericanEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &) | |
virtual void | calculate () const |
Analytic pricing engine for American Knock-out options with digital payoff.