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QuantLib_FDDividendEngineMerton73
Langue: en
Version: 152232 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::FDDividendEngineMerton73 - Finite-differences pricing engine for dividend options using.SYNOPSIS
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Inherits QuantLib::FDDividendEngineBase.
Public Member Functions
FDDividendEngineMerton73 (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)
Detailed Description
Finite-differences pricing engine for dividend options using.
Author
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