analyticdividendeuropeanengine.hpp

Langue: en

Autres versions - même langue

Version: 377435 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp -

Analytic discrete-dividend European engine.

SYNOPSIS


#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes


class AnalyticDividendEuropeanEngine
Analytic pricing engine for European options with discrete dividends.

Detailed Description

Analytic discrete-dividend European engine.

Author

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