FDDividendEngineBase Class Reference

Abstract base class for dividend engines. More...

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

Inheritance diagram for FDDividendEngineBase:

List of all members.

Public Member Functions

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

Protected Member Functions

virtual void setupArguments (const PricingEngine::arguments *) const
void setGridLimits () const =0
void executeIntermediateStep (Size step) const =0
Real getDividendAmount (Size i) const
Real getDiscountedDividend (Size i) const


Detailed Description

Abstract base class for dividend engines.

Possible enhancements:
The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends