FDDividendEngineBase< Scheme > Class Template Reference
Abstract base class for dividend engines. More...
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
Inheritance diagram for FDDividendEngineBase< Scheme >:

Public Member Functions | |
FDDividendEngineBase (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |
Protected Member Functions | |
virtual void | setupArguments (const PricingEngine::arguments *) const |
void | setGridLimits () const =0 |
void | executeIntermediateStep (Size step) const =0 |
Real | getDividendAmount (Size i) const |
Real | getDiscountedDividend (Size i) const |
Detailed Description
template<template< class > class Scheme = CrankNicolson>
class QuantLib::FDDividendEngineBase< Scheme >
Abstract base class for dividend engines.
- Possible enhancements:
- The dividend class really needs to be made more sophisticated to distinguish between fixed dividends and fractional dividends