analyticdividendeuropeanengine.hpp File Reference

Analytic discrete-dividend European engine. More...

Include dependency graph for analyticdividendeuropeanengine.hpp:

Classes

class  AnalyticDividendEuropeanEngine
 Analytic pricing engine for European options with discrete dividends. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Analytic discrete-dividend European engine.