fddividendeuropeanengine (3) - Linux Manuals

fddividendeuropeanengine: finite-differences engine for European option with dividends

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

NAME

ql/pricingengines/vanilla/fddividendeuropeanengine.hpp - finite-differences engine for European option with dividends

SYNOPSIS

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

Typedefs

typedef FDEngineAdapter< FDDividendEngine, DividendVanillaOption::engine > FDDividendEuropeanEngine
Finite-differences pricing engine for dividend European options.
typedef FDEngineAdapter< FDDividendEngineMerton73, DividendVanillaOption::engine > FDDividendEuropeanEngineMerton73

typedef FDEngineAdapter< FDDividendEngineShiftScale, DividendVanillaOption::engine > FDDividendEuropeanEngineShiftScale

Detailed Description

finite-differences engine for European option with dividends

Author

Generated automatically by Doxygen for QuantLib from the source code.