QuantLib::FDDividendEngineMerton73 – Finite-differences pricing engine for dividend options using.
Synopsis
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Inherits QuantLib::FDDividendEngineBase.
Public Member Functions
FDDividendEngineMerton73 (const boost::shared_ptr<
GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)
Detailed Description
Finite-differences pricing engine for dividend options using.
Author
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