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fddividendamericanengine.hpp
Langue: en
Version: 166129 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/vanilla/fddividendamericanengine.hpp - american engine with discrete deterministic dividendsSYNOPSIS
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
Typedefs
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngine >, DividendVanillaOption::engine > FDDividendAmericanEngine
Finite-differences pricing engine for dividend American options.
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineMerton73 >, DividendVanillaOption::engine > FDDividendAmericanEngineMerton73
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineShiftScale >, DividendVanillaOption::engine > FDDividendAmericanEngineShiftScale
Detailed Description
american engine with discrete deterministic dividends
Author
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