QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

AnalyticDigitalAmericanEngine Class Reference #include <ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp> Inheritance diagram for AnalyticDigitalAmericanEngine: [legend]List of all members. Detailed Description Pricing engine for American vanilla options with digital payoff using analytic formulae Todo: add more greeks (as of now only delta and rho available) Public Member Functions void  calculate () const

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