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
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