ql/pricingengines/vanilla/fddividendengine.hpp File Reference
base engine for option with dividends More...
#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>
Include dependency graph for fddividendengine.hpp:

Classes | |
class | FDDividendEngineBase |
Abstract base class for dividend engines. More... | |
class | FDDividendEngineMerton73 |
Finite-differences pricing engine for dividend options using escowed dividends model. More... | |
class | FDDividendEngineShiftScale |
Finite-differences engine for dividend options using shifted dividends. More... |
Detailed Description
base engine for option with dividends