fddividendamericanengine (3) - Linux Manuals

fddividendamericanengine: american engine with discrete deterministic dividends

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

NAME

ql/pricingengines/vanilla/fddividendamericanengine.hpp - american engine with discrete deterministic dividends

SYNOPSIS

#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>

Typedefs

typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngine >, DividendVanillaOption::engine > FDDividendAmericanEngine
Finite-differences pricing engine for dividend American options.
typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineMerton73 >, DividendVanillaOption::engine > FDDividendAmericanEngineMerton73

typedef FDEngineAdapter< FDAmericanCondition< FDDividendEngineShiftScale >, DividendVanillaOption::engine > FDDividendAmericanEngineShiftScale

Detailed Description

american engine with discrete deterministic dividends

Author

Generated automatically by Doxygen for QuantLib from the source code.