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fdmultiperiodengine.hpp File Reference

base engine for options with events happening at specific times More...

#include <ql/Instruments/dividendvanillaoption.hpp>
#include <ql/PricingEngines/Vanilla/fdvanillaengine.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/Instruments/dividendschedule.hpp>
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Classes

class  QuantLib::FDMultiPeriodEngine

Detailed Description

base engine for options with events happening at specific times

Definition in file fdmultiperiodengine.hpp.


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