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fddividendeuropeanengine.hpp File Reference


Detailed Description

finite-differences engine for European option with dividends

Definition in file fddividendeuropeanengine.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDDividendEuropeanEngine
 Finite-differences pricing engine for dividend European options. More...


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