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 |