ql/PricingEngines/Vanilla/fddividendamericanengine.hpp File Reference
Detailed Description
american engine with discrete deterministic dividends
#include <ql/Instruments/dividendvanillaoption.hpp>
#include <ql/PricingEngines/Vanilla/fddividendengine.hpp>
#include <ql/PricingEngines/Vanilla/fdconditions.hpp>
Include dependency graph for fddividendamericanengine.hpp:

Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngine >, DividendVanillaOption::engine > | QuantLib::FDDividendAmericanEngine |
Finite-differences pricing engine for dividend American options. | |
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineMerton73 >, DividendVanillaOption::engine > | QuantLib::FDDividendAmericanEngineMerton73 |
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineShiftScale >, DividendVanillaOption::engine > | QuantLib::FDDividendAmericanEngineShiftScale |