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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2005 Joseph Wang

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file fddividendamericanengine.hpp
    \brief american engine with discrete deterministic dividends

#ifndef quantlib_fd_dividend_american_engine_hpp
#define quantlib_fd_dividend_american_engine_hpp

#include <ql/Instruments/dividendvanillaoption.hpp>
#include <ql/PricingEngines/Vanilla/fddividendengine.hpp>
#include <ql/PricingEngines/Vanilla/fdconditions.hpp>

namespace QuantLib {

    //! Finite-differences pricing engine for dividend American options
    /*! \ingroup vanillaengines

        - the correctness of the returned greeks is tested by
          reproducing numerical derivatives.
        - the invariance of the results upon addition of null
          dividends is tested.

        \bug results are not overly reliable.
        \bug method impliedVolatility() utterly fails
    typedef FDEngineAdapter<FDAmericanCondition<FDDividendEngine>,

    typedef FDEngineAdapter<FDAmericanCondition<FDDividendEngineMerton73>,

    typedef FDEngineAdapter<FDAmericanCondition<FDDividendEngineShiftScale>,


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