ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp File Reference

Finite-Differences Black Scholes barrier option rebate helper engine. More...

#include <ql/processes/blackscholesprocess.hpp>
#include <ql/experimental/finitedifferences/fdmbackwardsolver.hpp>
#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
Include dependency graph for fdblackscholesrebateengine.hpp:

Classes

class  FdBlackScholesRebateEngine
 Finite-Differences Black Scholes barrier option rebate helper engine. More...

Detailed Description

Finite-Differences Black Scholes barrier option rebate helper engine.