setGridLimits (3) - Linux Manuals

setGridLimits: Abstract base class for dividend engines.

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

NAME

QuantLib::FDDividendEngineBase - Abstract base class for dividend engines.

SYNOPSIS

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

Inherits QuantLib::FDMultiPeriodEngine.

Inherited by FDDividendEngineMerton73, and FDDividendEngineShiftScale.

Public Member Functions

FDDividendEngineBase (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)

Protected Member Functions

virtual void setupArguments (const PricingEngine::arguments *) const

void setGridLimits () const =0

void executeIntermediateStep (Size step) const =0

Real getDividendAmount (Size i) const

Real getDiscountedDividend (Size i) const

Detailed Description

Abstract base class for dividend engines.

Possible enhancements

: The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends

Author

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