FDDividendEngineShiftScale (3) - Linux Man Pages

FDDividendEngineShiftScale: Finite-differences engine for dividend options using shifted dividends.

NAME

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

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