FDDividendShoutEngine Class Template Reference
[Vanilla option engines]
Finite-differences shout engine with dividends.
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#include <ql/pricingengines/vanilla/fddividendshoutengine.hpp>
Inherits QuantLib::FDEngineAdapter< QuantLib::FDShoutCondition< QuantLib::FDDividendEngine< Scheme > >, QuantLib::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.