AnalyticDividendEuropeanEngine Class Reference
[Vanilla option engines]

#include <ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp>

Inheritance diagram for AnalyticDividendEuropeanEngine:

Inheritance graph
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List of all members.

Detailed Description

Analytic pricing engine for European options with discrete dividends.

Tests:
the correctness of the returned greeks is tested by reproducing numerical derivatives.


Public Member Functions

void calculate () const