ql/pricingengines/vanilla/fddividendeuropeanengine.hpp File Reference
Detailed Description
finite-differences engine for European option with dividends
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Include dependency graph for fddividendeuropeanengine.hpp:
Namespaces | |
| namespace | QuantLib |
Typedefs | |
| typedef FDEngineAdapter< FDDividendEngine, DividendVanillaOption::engine > | FDDividendEuropeanEngine |
| Finite-differences pricing engine for dividend European options. | |
|
typedef FDEngineAdapter< FDDividendEngineMerton73, DividendVanillaOption::engine > | FDDividendEuropeanEngineMerton73 |
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typedef FDEngineAdapter< FDDividendEngineShiftScale, DividendVanillaOption::engine > | FDDividendEuropeanEngineShiftScale |