man AmericanOption (Commandes) - Example of using QuantLib
NAME
AmericanOption - Example of using QuantLib
SYNOPSIS
AmericanOption
DESCRIPTION
AmericanOption is an example of using QuantLib.
It computes the value of an American Call option using several different methods.
SEE ALSO
The source code AmericanOption.cpp, EuropeanOption(1), DiscreteHedging(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.
AUTHORS
The QuantLib Group (see Authors.txt).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.