FDDividendShoutEngine (3) Linux Manual Page

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>

Typedefs

typedef FDEngineAdapter< FDShoutCondition< FDDividendEngine >, DividendVanillaOption::engine > FDDividendShoutEngine
Finite-differences shout engine with dividends.
typedef FDEngineAdapter< FDShoutCondition< FDDividendEngineMerton73 >, DividendVanillaOption::engine > FDDividendShoutEngineMerton73

typedef FDEngineAdapter< FDShoutCondition< FDDividendEngineShiftScale >, DividendVanillaOption::engine > FDDividendShoutEngineShiftScale

Detailed Description

base class for shout engine with dividends

Author

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