ql/pricingengines/vanilla/fddividendshoutengine.hpp File Reference
base class for shout engine with dividends More...
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
#include <ql/methods/finitedifferences/shoutcondition.hpp>
Include dependency graph for fddividendshoutengine.hpp:

Typedefs | |
typedef FDEngineAdapter < FDShoutCondition < FDDividendEngine > , DividendVanillaOption::engine > | FDDividendShoutEngine |
Finite-differences shout engine with dividends. | |
typedef FDEngineAdapter < FDShoutCondition < FDDividendEngineMerton73 > , DividendVanillaOption::engine > | FDDividendShoutEngineMerton73 |
typedef FDEngineAdapter < FDShoutCondition < FDDividendEngineShiftScale > , DividendVanillaOption::engine > | FDDividendShoutEngineShiftScale |
Detailed Description
base class for shout engine with dividends