fddividendshoutengine.hpp

Langue: en

Autres versions - même langue

Version: 381444 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/vanilla/fddividendshoutengine.hpp -

base class for shout engine with dividends

SYNOPSIS


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

Classes


class FDDividendShoutEngine< Scheme >
Finite-differences shout engine with dividends.

Detailed Description

base class for shout engine with dividends

Author

Generated automatically by Doxygen for QuantLib from the source code.