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fddividendeuropeanengine.hpp
Langue: en
Version: 376809 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/vanilla/fddividendeuropeanengine.hpp -finite-differences engine for European option with dividends
SYNOPSIS
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Classes
class FDDividendEuropeanEngine< Scheme >
Finite-differences pricing engine for dividend European options.
Detailed Description
finite-differences engine for European option with dividends
Author
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