FDDividendEngineShiftScale Class Reference
[Vanilla option engines]

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

List of all members.


Detailed Description

Finite-differences pricing engine for dividend options using.


Public Member Functions

 FDDividendEngineShiftScale (Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)