AmericanOption(1)

AmericanOption1

Example of using quantlib

Usage

AmericanOption

Overview

AmericanOption is an example of using QuantLib.

It computes the value of an American Call option using several different methods.

Authors

The QuantLib Group (see Authors.txt).

This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.

From quantlib-examples 0.3.9-6 in Debian 3.1 (Sarge). Parsed by carta from the page's man source.