QuantLib::FDDividendEngineShiftScale – Finite-differences engine for dividend options using shifted dividends.
Synopsis
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Inherits QuantLib::FDDividendEngineBase.
Public Member Functions
FDDividendEngineShiftScale (const boost::shared_ptr<
GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)
Detailed Description
Finite-differences engine for dividend options using shifted dividends.
Author
Generated automatically by Doxygen for QuantLib from the source code.
