QuantLib_FDDividendEngineShiftScale (3) - Linux Manuals

QuantLib_FDDividendEngineShiftScale: Finite-differences engine for dividend options using shifted dividends.

NAME

QuantLib::FDDividendEngineShiftScale - Finite-differences engine for dividend options using shifted dividends.

SYNOPSIS


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

Inherits QuantLib::FDDividendEngineBase.

Public Member Functions


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

Detailed Description

Finite-differences engine for dividend options using shifted dividends.

Author

Generated automatically by Doxygen for QuantLib from the source code.