fddividendamericanengine.hpp

Langue: en

Autres versions - même langue

Version: 380705 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/fddividendamericanengine.hpp -

american engine with discrete deterministic dividends

SYNOPSIS


#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>

Classes


class FDDividendAmericanEngine< Scheme >
Finite-differences pricing engine for dividend American options.

Detailed Description

american engine with discrete deterministic dividends

Author

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