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Sourcecode: quantlib version File versions

fddividendamericanengine.hpp File Reference


Detailed Description

american engine with discrete deterministic dividends

Definition in file fddividendamericanengine.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FDDividendAmericanEngine
 Finite-differences pricing engine for dividend American options. More...


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