american engine with discrete deterministic dividends More...
#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>
#include <ql/pricingengines/vanilla/fdconditions.hpp>
Classes | |
class | FDDividendAmericanEngine< Scheme > |
Finite-differences pricing engine for dividend American options. More... |
american engine with discrete deterministic dividends