AnalyticDividendEuropeanEngine Class Reference
[Vanilla option engines]
#include <ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp>
Inheritance diagram for AnalyticDividendEuropeanEngine:

Detailed Description
Analytic pricing engine for European options with discrete dividends.
- Tests:
- the correctness of the returned greeks is tested by reproducing numerical derivatives.
Public Member Functions | |
void | calculate () const |