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QuantLib_FDDividendShoutEngine
Langue: en
Version: 382061 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::FDDividendShoutEngine -Finite-differences shout engine with dividends.
SYNOPSIS
#include <ql/pricingengines/vanilla/fddividendshoutengine.hpp>
Inherits QuantLib::FDEngineAdapter< FDShoutCondition< FDDividendEngine< Scheme > >, DividendVanillaOption::engine >.
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.Author
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