ql/PricingEngines/Vanilla/fddividendengine.hpp File Reference


Detailed Description

base engine for option with dividends

#include <ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp>
#include <ql/CashFlows/dividend.hpp>

Include dependency graph for fddividendengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  FDDividendEngineMerton73
 Finite-differences pricing engine for dividend options using. More...
class  FDDividendEngineShiftScale
 Finite-differences pricing engine for dividend options using. More...

Typedefs

typedef FDDividendEngineMerton73 QuantLib::FDDividendEngine