| Class | Description |
|---|---|
| BFSMarkovOptionModel |
A model that can compute a Markov option's transition model, and cache it, from a source
SampleModel. |
| BFSMarkovOptionModel.CachedModel | |
| BFSMarkovOptionModel.OptionScanNode | |
| BFSNonMarkovOptionModel |
A slightly more memory intensive implementation of
BFSNonMarkovOptionModel that can also
compute the transitions of non-Markov options. |
| BFSNonMarkovOptionModel.NonMarkovOptionScanNode |