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fddividendamericanengine.hpp
Langue: en
Version: 380705 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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