ql/pricingengines/vanilla/fdshoutengine.hpp File Reference
Finite-differences shout engine. More...
#include <ql/pricingengines/vanilla/fdstepconditionengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
#include <ql/instruments/vanillaoption.hpp>
Include dependency graph for fdshoutengine.hpp:

Classes | |
class | FDShoutEngine |
Finite-differences pricing engine for shout vanilla options. More... |
Detailed Description
Finite-differences shout engine.