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fddividendengine.hpp File Reference


Detailed Description

base engine for option with dividends

Definition in file fddividendengine.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDDividendEngineBase
class  QuantLib::FDDividendEngineMerton73
 Finite-differences pricing engine for dividend options using. More...
class  QuantLib::FDDividendEngineShiftScale
 Finite-differences pricing engine for dividend options using. More...

Typedefs

typedef FDDividendEngineMerton73 QuantLib::FDDividendEngine


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