Partial Integro Finite-Differences Bates vanilla option engine. More...
#include <ql/models/equity/batesmodel.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
#include <ql/experimental/finitedifferences/fdmbackwardsolver.hpp>
Classes | |
class | FdBatesVanillaEngine |
Partial Integro FiniteDifferences Bates Vanilla Option engine. More... |
Partial Integro Finite-Differences Bates vanilla option engine.