ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp File Reference

Analytic discrete-dividend European engine. More...

#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for analyticdividendeuropeanengine.hpp:

Classes

class  AnalyticDividendEuropeanEngine
 Analytic pricing engine for European options with discrete dividends. More...

Detailed Description

Analytic discrete-dividend European engine.