FdBlackScholesVanillaEngine (3) Linux Manual Page
NAME
ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp – Finite-Differences Black Scholes vanilla option engine.
SYNOPSIS
#include <ql/pricingengine.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class FdBlackScholesVanillaEngine
Finite-Differences Black Scholes vanilla option engine.
Detailed Description
Finite-Differences Black Scholes vanilla option engine.
Author
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