FDDividendEngineShiftScale Class Reference
[Vanilla option engines]

Finite-differences engine for dividend options using shifted dividends. More...

#include <ql/pricingengines/vanilla/fddividendengine.hpp>

Inheritance diagram for FDDividendEngineShiftScale:

List of all members.

Public Member Functions

 FDDividendEngineShiftScale (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)


Detailed Description

Finite-differences engine for dividend options using shifted dividends.