Examples of JuQuadraticApproximationEngine

        americanOption.setPricingEngine(new BjerksundStenslandApproximationEngine(bsmProcess));
        System.out.printf(fmt, method, Double.NaN, Double.NaN, americanOption.NPV() );


        // Ju Quadratic approximation for American
        method = "Ju Quadratic";
        americanOption.setPricingEngine(new JuQuadraticApproximationEngine(bsmProcess));
        System.out.printf(fmt, method, Double.NaN, Double.NaN, americanOption.NPV() );


        // Integral
        method = "Integral";
        europeanOption.setPricingEngine(new IntegralEngine(bsmProcess));

Examples of org.jquantlib.pricingengines.vanilla.JuQuadraticApproximationEngine

                    new Handle<Quote>(spot),
                    new Handle<YieldTermStructure>(qTS),
                    new Handle<YieldTermStructure>(rTS),
                    new Handle<BlackVolTermStructure>(volTS));


            final PricingEngine engine = new JuQuadraticApproximationEngine(stochProcess);


            final VanillaOption option = new VanillaOption(payoff, exercise);
            option.setPricingEngine(engine);


            final double calculated = option.NPV();

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