Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

fddividendamericanengine.hpp File Reference

Detailed Description

american engine with discrete deterministic dividends

Definition in file fddividendamericanengine.hpp.

#include <ql/PricingEngines/Vanilla/fddividendengine.hpp>
#include <ql/FiniteDifferences/americancondition.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::FDDividendAmericanEngine
 Finite-differences pricing engine for dividend American options. More...

Generated by  Doxygen 1.6.0   Back to index