ql/pricingengines/vanilla/fddividendengine.hpp File Reference
base engine for option with dividends More...
#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>
Include dependency graph for fddividendengine.hpp:

Classes | |
| class | FDDividendEngineBase |
| Abstract base class for dividend engines. More... | |
| class | FDDividendEngineMerton73 |
| Finite-differences pricing engine for dividend options using escowed dividends model. More... | |
| class | FDDividendEngineShiftScale |
| Finite-differences engine for dividend options using shifted dividends. More... | |
Detailed Description
base engine for option with dividends