Finite-Differences Black Scholes barrier option rebate helper engine. More...
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/experimental/finitedifferences/fdmbackwardsolver.hpp>
#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
Classes | |
class | FdBlackScholesRebateEngine |
Finite-Differences Black Scholes barrier option rebate helper engine. More... |
Finite-Differences Black Scholes barrier option rebate helper engine.