ql/PricingEngines/Vanilla/fdshoutengine.hpp File Reference


Detailed Description

Finite-differences shout engine.

#include <ql/PricingEngines/Vanilla/fdstepconditionengine.hpp>
#include <ql/PricingEngines/Vanilla/fdconditions.hpp>
#include <ql/Instruments/vanillaoption.hpp>

Include dependency graph for fdshoutengine.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef FDEngineAdapter< FDShoutCondition<
FDStepConditionEngine >,
VanillaOption::engine > 
QuantLib::FDShoutEngine
 Finite-differences pricing engine for shout vanilla options.