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fdshoutengine.hpp
Langue: en
Version: 381930 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/vanilla/fdshoutengine.hpp -Finite-differences shout engine.
SYNOPSIS
#include <ql/pricingengines/vanilla/fdstepconditionengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
#include <ql/instruments/vanillaoption.hpp>
Classes
class FDShoutEngine< Scheme >
Finite-differences pricing engine for shout vanilla options.
Detailed Description
Finite-differences shout engine.
Author
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