FDDividendEngine (3) Linux Manual Page

ql/pricingengines/vanilla/fddividendengine.hpp – base engine for option with dividends

Synopsis

#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/cashflows/dividend.hpp>

Classes

class FDDividendEngineBase
Abstract base class for dividend engines.
class FDDividendEngineMerton73
Finite-differences pricing engine for dividend options using.
class FDDividendEngineShiftScale
Finite-differences engine for dividend options using shifted dividends.

Typedefs

typedef FDDividendEngineMerton73 FDDividendEngine

Detailed Description

base engine for option with dividends

Author

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