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fddividendamericanengine.hpp File Reference


Detailed Description

american engine with discrete deterministic dividends

Definition in file fddividendamericanengine.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Typedefs

typedef FDEngineAdapter
< FDAmericanCondition
< FDDividendEngine >
, DividendVanillaOption::engine > 
QuantLib::FDDividendAmericanEngine
 Finite-differences pricing engine for dividend American options.
typedef FDEngineAdapter
< FDAmericanCondition
< FDDividendEngineMerton73 >
, DividendVanillaOption::engine > 
QuantLib::FDDividendAmericanEngineMerton73
typedef FDEngineAdapter
< FDAmericanCondition
< FDDividendEngineShiftScale >
, DividendVanillaOption::engine > 
QuantLib::FDDividendAmericanEngineShiftScale


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