Logo Search packages:      
Sourcecode: quantlib version File versions

analyticdividendeuropeanengine.hpp File Reference


Detailed Description

Analytic discrete-dividend European engine.

Definition in file analyticdividendeuropeanengine.hpp.

#include <ql/Instruments/dividendvanillaoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::AnalyticDividendEuropeanEngine
 Analytic pricing engine for European options with discrete dividends. More...


Generated by  Doxygen 1.6.0   Back to index