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Sourcecode: quantlib version File versions  Download package

fddividendshoutengine.hpp File Reference


Detailed Description

base class for shout engine with dividends

Definition in file fddividendshoutengine.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDDividendShoutEngine
 Finite-differences shout engine with dividends. More...


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