FDDividendShoutEngine< Scheme > Class Template Reference
Finite-differences shout engine with dividends. More...
#include <ql/pricingengines/vanilla/fddividendshoutengine.hpp>
Inherits QuantLib::FDEngineAdapter< FDShoutCondition< FDDividendEngine< Scheme > >, DividendVanillaOption::engine >.
Public Member Functions | |
FDDividendShoutEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) |
Detailed Description
template<template< class > class Scheme = CrankNicolson>
class QuantLib::FDDividendShoutEngine< Scheme >
Finite-differences shout engine with dividends.