fdblackscholesrebateengine (3) - Linux Manuals

fdblackscholesrebateengine: Finite-Differences Black Scholes barrier option rebate helper engine.

NAME

ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp - Finite-Differences Black Scholes barrier option rebate helper engine.

SYNOPSIS

#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes

class FdBlackScholesRebateEngine
Finite-Differences Black Scholes barrier option rebate helper engine.

Detailed Description

Finite-Differences Black Scholes barrier option rebate helper engine.

Author

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