QuantLib_FDDividendEngineBase (3) - Linux Man Pages

QuantLib_FDDividendEngineBase: Abstract base class for dividend engines.


QuantLib::FDDividendEngineBase - Abstract base class for dividend engines.


#include <ql/pricingengines/vanilla/fddividendengine.hpp>

Inherits QuantLib::FDMultiPeriodEngine.

Inherited by FDDividendEngineMerton73, and FDDividendEngineShiftScale.

Public Member Functions

FDDividendEngineBase (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)

Protected Member Functions

virtual void setupArguments (const PricingEngine::arguments *) const

void setGridLimits () const =0

void executeIntermediateStep (Size step) const =0

Real getDividendAmount (Size i) const

Real getDiscountedDividend (Size i) const

Detailed Description

Abstract base class for dividend engines.

Possible enhancements

The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends


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