ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp File Reference
Finite-Differences Black Scholes barrier option rebate helper engine. More...
#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for fdblackscholesrebateengine.hpp:

Classes | |
class | FdBlackScholesRebateEngine |
Finite-Differences Black Scholes barrier option rebate helper engine. More... |
Detailed Description
Finite-Differences Black Scholes barrier option rebate helper engine.