FDDividendEngineBase Class Reference
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Inheritance diagram for FDDividendEngineBase:

Detailed Description
Abstract base class for dividend engines.
- Possible enhancements:
- The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends
Public Member Functions | |
| FDDividendEngineBase (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |
Protected Member Functions | |
| virtual void | setupArguments (const PricingEngine::arguments *) const |
| void | setGridLimits () const =0 |
| void | executeIntermediateStep (Size step) const =0 |
| Real | getDividendAmount (Size i) const |
| Real | getDiscountedDividend (Size i) const |