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analyticdividendeuropeanengine.hpp File Reference

Analytic discrete-dividend European engine. More...

#include <ql/Instruments/dividendvanillaoption.hpp>
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Classes

class  QuantLib::AnalyticDividendEuropeanEngine
 Analytic pricing engine for European options with discrete dividends. More...

Detailed Description

Analytic discrete-dividend European engine.

Definition in file analyticdividendeuropeanengine.hpp.


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