ql/pricingengines/vanilla/fddividendamericanengine.hpp File Reference
american engine with discrete deterministic dividends More...
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
Include dependency graph for fddividendamericanengine.hpp:

Typedefs | |
typedef FDEngineAdapter < FDAmericanCondition < FDDividendEngine > , DividendVanillaOption::engine > | FDDividendAmericanEngine |
Finite-differences pricing engine for dividend American options. | |
typedef FDEngineAdapter < FDAmericanCondition < FDDividendEngineMerton73 > , DividendVanillaOption::engine > | FDDividendAmericanEngineMerton73 |
typedef FDEngineAdapter < FDAmericanCondition < FDDividendEngineShiftScale > , DividendVanillaOption::engine > | FDDividendAmericanEngineShiftScale |
Detailed Description
american engine with discrete deterministic dividends