ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp File Reference
Detailed Description
Analytic discrete-dividend European engine.
#include <ql/instruments/dividendvanillaoption.hpp>
Include dependency graph for analyticdividendeuropeanengine.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | AnalyticDividendEuropeanEngine |
Analytic pricing engine for European options with discrete dividends. More... |