CapeTools American Engine
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In total there are 7 functions present within the CapeTools American Engine category of functions.
General Description
Functions to create several American engines for the pricing of American vanilla options. You can price American options via the VanillaOption() function using one of the following engines :
- Analytic Digital American Engine
- Barone Adesi Whaley Approximation Engine
- Bjerksund Stensland Approximation Engine
- Ju Quadratic Approximation Engine
Function list.
- AnaDigitalAmEngine - Creates an Analytic Digital American Engine for pricing american digital options.
- BAWApproxEngine - Creates a Barone Adesi Whaley Approximation Engine for pricing american options.
- BSApproxEngine - Creates a Bjerksund Stensland Approximation Engine for pricing american options.
- JQApproxEngine - Creates a Ju Quadratic Approximation Engine for pricing american options.
- PseudoAMonteCarloEngine - Creates a Pseudo MonteCarlo Engine for pricing american options.
- PseudoAMonteCarloEngine2 - Creates a Pseudo MonteCarlo Engine for pricing american options.
- QuasiAMonteCarloEngine - Creates a Quasi MonteCarlo Engine for pricing american options.
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