FDDividendEngineMerton73 (3) - Linux Manuals

FDDividendEngineMerton73: Finite-differences pricing engine for dividend options using.

Command to display FDDividendEngineMerton73 manual in Linux: $ man 3 FDDividendEngineMerton73

NAME

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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