fdshoutengine (3) - Linux Manuals

fdshoutengine: Finite-differences shout engine.

Command to display fdshoutengine manual in Linux: $ man 3 fdshoutengine

NAME

ql/pricingengines/vanilla/fdshoutengine.hpp - Finite-differences shout engine.

SYNOPSIS

#include <ql/pricingengines/vanilla/fdstepconditionengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
#include <ql/instruments/vanillaoption.hpp>

Typedefs

typedef FDEngineAdapter< FDShoutCondition< FDStepConditionEngine >, VanillaOption::engine > FDShoutEngine
Finite-differences pricing engine for shout vanilla options.

Detailed Description

Finite-differences shout engine.

Author

Generated automatically by Doxygen for QuantLib from the source code.