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fdhestonrebateengine.hpp
Langue: en
Version: 168740 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdhestonrebateengine.hpp - Finite-Differences Heston barrier option rebate helper engine.SYNOPSIS
#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/models/equity/hestonmodel.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
Classes
class FdHestonRebateEngine
Finite-Differences Heston Barrier Option rebate helper engine.
Detailed Description
Finite-Differences Heston barrier option rebate helper engine.
Author
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