analyticdividendeuropeanengine (3) - Linux Man Pages

analyticdividendeuropeanengine: Analytic discrete-dividend European engine.

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

Generated automatically by Doxygen for QuantLib from the source code.