ql/pricingengines/vanilla/fddividendengine.hpp File Reference

base engine for option with dividends More...

#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/cashflows/dividend.hpp>

Include dependency graph for fddividendengine.hpp:


Classes

class  FDDividendEngineBase
 Abstract base class for dividend engines. More...
class  FDDividendEngineMerton73
 Finite-differences pricing engine for dividend options using. More...
class  FDDividendEngineShiftScale
 Finite-differences engine for dividend options using shifted dividends. More...

Typedefs

typedef FDDividendEngineMerton73 FDDividendEngine

Detailed Description

base engine for option with dividends