fddividendengine.hpp File Reference

base engine for option with dividends More...

Include dependency graph for fddividendengine.hpp:

Classes

class  FDDividendEngineBase< Scheme >
 Abstract base class for dividend engines. More...
 
class  FDDividendEngineMerton73< Scheme >
 Finite-differences pricing engine for dividend options using escowed dividends model. More...
 
class  FDDividendEngineShiftScale< Scheme >
 Finite-differences engine for dividend options using shifted dividends. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

base engine for option with dividends