ql/PricingEngines/Vanilla/fddividendamericanengine.hpp File Reference


Detailed Description

american engine with discrete deterministic dividends

#include <ql/PricingEngines/Vanilla/fddividendengine.hpp>
#include <ql/FiniteDifferences/americancondition.hpp>

Include dependency graph for fddividendamericanengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  FDDividendAmericanEngine
 Finite-differences pricing engine for dividend American options. More...

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