ql/pricingengines/vanilla/fddividendengine.hpp File Reference
Detailed Description
base engine for option with dividends
#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/cashflows/dividend.hpp>
Include dependency graph for fddividendengine.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | FDDividendEngineBase |
| Abstract base class for dividend engines. More... | |
| class | FDDividendEngineMerton73 |
| Finite-differences pricing engine for dividend options using. More... | |
| class | FDDividendEngineShiftScale |
| Finite-differences engine for dividend options using shifted dividends. More... | |
Typedefs | |
| typedef FDDividendEngineMerton73 | FDDividendEngine |