Creates a Jump Diffusion Engine for pricing european options.

This function requires a base Engine of type VanillaOption::engine. Which can be one of the following.. (PseudoMonteCarloEngine, QuasiMonteCarloEngine, Integral, BSApproxEngine, BAWApproxEngine, BinomialEngines, AnalyicEuropean, AnalyticDigitalAmerican).

The string 'Key' resulting from a successful construction of this engine object can be passed to the VanillaOption() function in order to create an VanillaOption object that can be priced via the PrcObjVanillaOption() function.

This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "JUMPENG"

String CTEngine.JumpDiffusionEngine( _
String Key, _
Long Reload, _
String BaseEngine)

=CT.ENG.JumpDiffusionEngine(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell BaseEngine)

static std::string JumpDiffusionEngine(
std::string Key,
long Reload,
std::string BaseEngine);

System.String CTEngineSA.JumpDiffusionEngine(
System.String Key,
System.Int32 Reload,
System.String BaseEngine);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.