Finite-differences pricing engine for dividend European options. More...
#include <ql/pricingengines/vanilla/fddividendeuropeanengine.hpp>
Inherits FDEngineAdapter< base, engine >.
Public Member Functions | |
FDDividendEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |
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FDEngineAdapter (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |
Finite-differences pricing engine for dividend European options.