ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp File Reference
Analytic discrete-dividend European engine. More...
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for analyticdividendeuropeanengine.hpp:

Classes | |
class | AnalyticDividendEuropeanEngine |
Analytic pricing engine for European options with discrete dividends. More... |
Detailed Description
Analytic discrete-dividend European engine.