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...