ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp File Reference


Detailed Description

finite-differences engine for European option with dividends

#include <ql/Instruments/dividendvanillaoption.hpp>
#include <ql/PricingEngines/Vanilla/fddividendengine.hpp>

Include dependency graph for fddividendeuropeanengine.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef FDEngineAdapter< FDDividendEngine,
DividendVanillaOption::engine > 
QuantLib::FDDividendEuropeanEngine
 Finite-differences pricing engine for dividend European options.
typedef FDEngineAdapter< FDDividendEngineMerton73,
DividendVanillaOption::engine > 
QuantLib::FDDividendEuropeanEngineMerton73
typedef FDEngineAdapter< FDDividendEngineShiftScale,
DividendVanillaOption::engine > 
QuantLib::FDDividendEuropeanEngineShiftScale