fddividendeuropeanengine.hpp

Langue: en

Autres versions - même langue

Version: 376809 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/fddividendeuropeanengine.hpp -

finite-differences engine for European option with dividends

SYNOPSIS


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

Classes


class FDDividendEuropeanEngine< Scheme >
Finite-differences pricing engine for dividend European options.

Detailed Description

finite-differences engine for European option with dividends

Author

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