FdShoutOption Class Reference#include <ql/Pricers/fdshoutoption.hpp>
Inheritance diagram for FdShoutOption:
[legend]List of all members.
Detailed Description
- Deprecated:
- use VanillaOption with FDShoutEngine instead
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Public Member Functions |
| FdShoutOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, Size timeSteps=100, Size gridPoints=100) |
void | initializeStepCondition () const |
boost::shared_ptr< SingleAssetOption > | clone () const |
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