ql/experimental/finitedifferences/fdhestonrebateengine.hpp File Reference

Finite-Differences Heston barrier option rebate helper engine. More...

#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/models/equity/hestonmodel.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>

Include dependency graph for fdhestonrebateengine.hpp:


Classes

class  FdHestonRebateEngine
 Finite-Differences Heston Barrier Option rebate helper engine. More...

Detailed Description

Finite-Differences Heston barrier option rebate helper engine.