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fdblackscholesrebateengine.hpp
Langue: en
Version: 383544 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp -Finite-Differences Black Scholes barrier option rebate helper engine.
SYNOPSIS
#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class FdBlackScholesRebateEngine
Finite-Differences Black Scholes barrier option rebate helper engine.
Detailed Description
Finite-Differences Black Scholes barrier option rebate helper engine.
Author
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