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fddividendengine.hpp File Reference

base engine for option with dividends More...

#include <ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp>
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class  QuantLib::FDDividendEngine
 Base finite-differences pricing engine for dividend options. More...

Detailed Description

base engine for option with dividends

Definition in file fddividendengine.hpp.

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