FDDividendShoutEngine Class Template Reference
[Vanilla option engines]

Finite-differences shout engine with dividends. More...

#include <ql/pricingengines/vanilla/fddividendshoutengine.hpp>

Inherits QuantLib::FDEngineAdapter< QuantLib::FDShoutCondition< QuantLib::FDDividendEngine< Scheme > >, QuantLib::DividendVanillaOption::engine >.

List of all members.

Public Member Functions

 FDDividendShoutEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)


Detailed Description

template<template< class > class Scheme = CrankNicolson>
class QuantLib::FDDividendShoutEngine< Scheme >

Finite-differences shout engine with dividends.