analyticdividendeuropeanengine(3)
NAME
ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp – Analytic discrete-dividend European engine.
SYNOPSIS
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class AnalyticDividendEuropeanEngine
Analytic pricing engine for European options with discrete dividends.
Detailed Description
Analytic discrete-dividend European engine.
Author
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