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Sourcecode: quantlib version File versions  Download package

fddividendengine.hpp File Reference


Detailed Description

base engine for option with dividends

Definition in file fddividendengine.hpp.

#include <ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDDividendEngine
 Base finite-differences pricing engine for dividend options. More...


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