ql/pricingengines/vanilla/fddividendamericanengine.hpp File Reference
Detailed Description
american engine with discrete deterministic dividends
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
Include dependency graph for fddividendamericanengine.hpp:

Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngine >, DividendVanillaOption::engine > | FDDividendAmericanEngine |
Finite-differences pricing engine for dividend American options. | |
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineMerton73 >, DividendVanillaOption::engine > | FDDividendAmericanEngineMerton73 |
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineShiftScale >, DividendVanillaOption::engine > | FDDividendAmericanEngineShiftScale |