finite-differences engine for European option with dividends More...
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Classes | |
class | FDDividendEuropeanEngine< Scheme > |
Finite-differences pricing engine for dividend European options. More... | |
Namespaces | |
namespace | QuantLib |
finite-differences engine for European option with dividends