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fddividendengine.hpp
Langue: en
Version: 373320 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/vanilla/fddividendengine.hpp -base engine for option with dividends
SYNOPSIS
#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>
Classes
class FDDividendEngineBase< Scheme >
Abstract base class for dividend engines.
class FDDividendEngineMerton73< Scheme >
Finite-differences pricing engine for dividend options using escowed dividends model.
class FDDividendEngineShiftScale< Scheme >
Finite-differences engine for dividend options using shifted dividends.
Detailed Description
base engine for option with dividends
Author
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