fddividendengine (3) - Linux Manuals

fddividendengine: base engine for option with dividends

NAME

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

Generated automatically by Doxygen for QuantLib from the source code.