fddividendamericanengine (3) - Linux Man Pages

fddividendamericanengine: american engine with discrete deterministic dividends

NAME

ql/pricingengines/vanilla/fddividendamericanengine.hpp - american engine with discrete deterministic dividends

SYNOPSIS


#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>

Typedefs


typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngine >, DividendVanillaOption::engine > FDDividendAmericanEngine
Finite-differences pricing engine for dividend American options.
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineMerton73 >, DividendVanillaOption::engine > FDDividendAmericanEngineMerton73

typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineShiftScale >, DividendVanillaOption::engine > FDDividendAmericanEngineShiftScale

Detailed Description

american engine with discrete deterministic dividends

Author

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