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fddividendengine.hpp
Langue: en
Version: 151500 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/vanilla/fddividendengine.hpp - base engine for option with dividendsSYNOPSIS
#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/cashflows/dividend.hpp>
Classes
class FDDividendEngineBase
Abstract base class for dividend engines.
class FDDividendEngineMerton73
Finite-differences pricing engine for dividend options using.
class FDDividendEngineShiftScale
Finite-differences engine for dividend options using shifted dividends.
Typedefs
typedef FDDividendEngineMerton73 FDDividendEngine
Detailed Description
base engine for option with dividends
Author
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