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