ql/pricingengines/vanilla/fddividendeuropeanengine.hpp File Reference
finite-differences engine for European option with dividends More...
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Include dependency graph for fddividendeuropeanengine.hpp:

Typedefs | |
typedef FDEngineAdapter < FDDividendEngine, DividendVanillaOption::engine > | FDDividendEuropeanEngine |
Finite-differences pricing engine for dividend European options. | |
typedef FDEngineAdapter < FDDividendEngineMerton73, DividendVanillaOption::engine > | FDDividendEuropeanEngineMerton73 |
typedef FDEngineAdapter < FDDividendEngineShiftScale, DividendVanillaOption::engine > | FDDividendEuropeanEngineShiftScale |
Detailed Description
finite-differences engine for European option with dividends