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