fddividendengine.hpp

Langue: en

Autres versions - même langue

Version: 373320 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/fddividendengine.hpp -

base engine for option with dividends

SYNOPSIS


#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>

Classes


class FDDividendEngineBase< Scheme >
Abstract base class for dividend engines.
class FDDividendEngineMerton73< Scheme >
Finite-differences pricing engine for dividend options using escowed dividends model.
class FDDividendEngineShiftScale< Scheme >
Finite-differences engine for dividend options using shifted dividends.

Detailed Description

base engine for option with dividends

Author

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