FDDividendEngine Class Reference
[Vanilla option engines]

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

Inheritance diagram for FDDividendEngine:

Inheritance graph
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List of all members.

Detailed Description

Base finite-differences pricing engine for dividend options.


Public Member Functions

 FDDividendEngine (Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)


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