Provided by: quantlib-examples_1.4-2_amd64 bug

NAME
       EquityOption - Example of using QuantLib to value equity options


SYNOPSIS
       EquityOption


DESCRIPTION
       EquityOption is an example of using QuantLib.

       For a given set of option parameters, it computes the value of three different equity options types (with
       european, bermudan and american exercise features) using different valuation algorithms.

       The calculation methods are Black-Scholes (for european  options  only),  Barone-Adesi/Whaley  (american-
       only),  Bjerksund/Stensland  (american),  Integral  (european), Finite differences, Binomial Jarrow-Rudd,
       Binomial Cox-Ross-Rubinstein, Additive equiprobabilities, Binomial Trigeorgis,  Binomial  Tian,  Binomial
       Leisen-Reimer, crude Monte Carlo (european-only) and Sobol-sequence Monte Carlo (european-only).


SEE ALSO
       The    source   code   EquityOption.cpp,   BermudanSwaption(1),   Bonds(1),   CallableBonds(1),   CDS(1),
       ConvertibleBonds(1), DiscreteHedging(1),  FittedBondCurve(1),  FRA(1),  MarketModels(1),  Replication(1),
       Repo(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.