ql/pricingengines/vanilla/fddividendengine.hpp File Reference
Detailed Description
base engine for option with dividends
#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/cashflows/dividend.hpp>
Include dependency graph for fddividendengine.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | FDDividendEngineMerton73 |
Finite-differences pricing engine for dividend options using. More... | |
class | FDDividendEngineShiftScale |
Finite-differences pricing engine for dividend options using. More... | |
Typedefs | |
typedef FDDividendEngineMerton73 | FDDividendEngine |