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