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Files</h2></td></tr>
<tr class="memitem:analyticamericanmargrabeengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>analyticamericanmargrabeengine.hpp</b></td></tr>
<tr class="memdesc:analyticamericanmargrabeengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for American Margrabe option. <br /></td></tr>
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<tr class="memitem:analyticcompoundoptionengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>analyticcompoundoptionengine.hpp</b></td></tr>
<tr class="memdesc:analyticcompoundoptionengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic compound option engines. <br /></td></tr>
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<tr class="memdesc:analyticeuropeanmargrabeengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for European Margrabe option. <br /></td></tr>
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<tr class="memdesc:analyticholderextensibleoptionengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for holder-extensible options. <br /></td></tr>
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<tr class="memdesc:analyticpartialtimebarrieroptionengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for partial-time barrier options. <br /></td></tr>
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<tr class="memitem:analyticpdfhestonengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>analyticpdfhestonengine.hpp</b></td></tr>
<tr class="memdesc:analyticpdfhestonengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for arbitrary European payoffs under the Heston model. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
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<tr class="memdesc:analyticsimplechooserengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for simple chooser option. <br /></td></tr>
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<tr class="memitem:analytictwoassetbarrierengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>analytictwoassetbarrierengine.hpp</b></td></tr>
<tr class="memdesc:analytictwoassetbarrierengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for barrier option on two assets. <br /></td></tr>
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<tr class="memdesc:analytictwoassetcorrelationengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Analytic engine for two-asset correlation options. <br /></td></tr>
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<tr class="memitem:analyticwriterextensibleoptionengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>analyticwriterextensibleoptionengine.hpp</b></td></tr>
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<tr class="memitem:complexchooseroption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>complexchooseroption.hpp</b></td></tr>
<tr class="memdesc:complexchooseroption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Complex chooser option. <br /></td></tr>
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<tr class="memitem:compoundoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>compoundoption.hpp</b></td></tr>
<tr class="memdesc:compoundoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Compound option on a single asset. <br /></td></tr>
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<tr class="memitem:continuousarithmeticasianlevyengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>continuousarithmeticasianlevyengine.hpp</b></td></tr>
<tr class="memdesc:continuousarithmeticasianlevyengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Levy engine for continuous arithmetic Asian options. <br /></td></tr>
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<tr class="memitem:continuousarithmeticasianvecerengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>continuousarithmeticasianvecerengine.hpp</b></td></tr>
<tr class="memdesc:continuousarithmeticasianvecerengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Vecer engine for continuous arithmetic Asian options. <br /></td></tr>
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<tr class="memitem:everestoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>everestoption.hpp</b></td></tr>
<tr class="memdesc:everestoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Everest option on a number of assets. <br /></td></tr>
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<tr class="memitem:himalayaoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>himalayaoption.hpp</b></td></tr>
<tr class="memdesc:himalayaoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Himalaya option on a number of assets. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:holderextensibleoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>holderextensibleoption.hpp</b></td></tr>
<tr class="memdesc:holderextensibleoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Holder-extensible option. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:kirkspreadoptionengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>kirkspreadoptionengine.hpp</b></td></tr>
<tr class="memdesc:kirkspreadoptionengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Kirk approximation for European spread option on futures. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:margrabeoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>margrabeoption.hpp</b></td></tr>
<tr class="memdesc:margrabeoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Margrabe option on two assets. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:mceverestengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>mceverestengine.hpp</b></td></tr>
<tr class="memdesc:mceverestengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Monte Carlo engine for Everest options. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:mchimalayaengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>mchimalayaengine.hpp</b></td></tr>
<tr class="memdesc:mchimalayaengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Monte Carlo engine for Himalaya options. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:mcpagodaengine_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>mcpagodaengine.hpp</b></td></tr>
<tr class="memdesc:mcpagodaengine_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Monte Carlo engine for pagoda options. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:pagodaoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>pagodaoption.hpp</b></td></tr>
<tr class="memdesc:pagodaoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Roofed Asian option on a number of assets. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:partialtimebarrieroption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>partialtimebarrieroption.hpp</b></td></tr>
<tr class="memdesc:partialtimebarrieroption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Partial-time barrier option. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:simplechooseroption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>simplechooseroption.hpp</b></td></tr>
<tr class="memdesc:simplechooseroption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Simple chooser option on a single asset. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:spreadoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>spreadoption.hpp</b></td></tr>
<tr class="memdesc:spreadoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Spread option on two assets. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:twoassetbarrieroption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>twoassetbarrieroption.hpp</b></td></tr>
<tr class="memdesc:twoassetbarrieroption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Barrier option on two assets. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:twoassetcorrelationoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>twoassetcorrelationoption.hpp</b></td></tr>
<tr class="memdesc:twoassetcorrelationoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Two-asset correlation option. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:writerextensibleoption_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>writerextensibleoption.hpp</b></td></tr>
<tr class="memdesc:writerextensibleoption_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Writer-extensible option. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
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