ql/pricingengines/vanilla/fdshoutengine.hpp File Reference

Finite-differences shout engine. More...

#include <ql/pricingengines/vanilla/fdstepconditionengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
#include <ql/instruments/vanillaoption.hpp>
Include dependency graph for fdshoutengine.hpp:

Classes

class  FDShoutEngine< Scheme >
 Finite-differences pricing engine for shout vanilla options. More...

Detailed Description

Finite-differences shout engine.