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