ql/pricingengines/vanilla/fddividendshoutengine.hpp File Reference


Detailed Description

base class for shout engine with dividends

#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
#include <ql/methods/finitedifferences/shoutcondition.hpp>

Include dependency graph for fddividendshoutengine.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef FDEngineAdapter< FDShoutCondition<
FDDividendEngine >, DividendVanillaOption::engine > 
FDDividendShoutEngine
 Finite-differences shout engine with dividends.
typedef FDEngineAdapter< FDShoutCondition<
FDDividendEngineMerton73 >,
DividendVanillaOption::engine > 
FDDividendShoutEngineMerton73
typedef FDEngineAdapter< FDShoutCondition<
FDDividendEngineShiftScale >,
DividendVanillaOption::engine > 
FDDividendShoutEngineShiftScale