Examples of org.jquantlib.pricingengines.AnalyticEuropeanEngine

org.jquantlib.pricingengines.AnalyticEuropeanEngine
Pricing engine for European vanilla options using analytical formulae
The correctness of the returned value is tested by reproducing results available in literature.
the correctness of the returned greeks is tested by reproducing results available in literature.
the correctness of the returned greeks is tested by reproducing numerical derivatives.
the correctness of the returned implied volatility is tested by using it for reproducing the target value.
the implied volatility calculation is tested by checking that it does not modify the option.
the correctness of the returned value in case of cash-or-nothing binary payoff is tested by reproducing results available in literature.
the correctness of the returned value in case of asset-or-nothing binary payoff is tested by reproducing results available in literature.
the correctness of the returned value in case of gap-or-nothing binary payoff is tested by reproducing results available in literature.
the correctness of the returned greeks in case of cash-or-nothing binary payoff is tested by reproducing numerical derivatives.

        final GeneralizedBlackScholesProcess stochProcess = makeProcess(u, q, r, vol);


        PricingEngine engine;
        switch (engineType) {
        case Analytic:
            engine = new AnalyticEuropeanEngine(stochProcess);
            break;
        case JR:
            engine = new BinomialVanillaEngine<ExtendedJarrowRudd>(ExtendedJarrowRudd.class, stochProcess, binomialSteps);
            break;
        case CRR:

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