ql/pricingengines/barrier/fdblackscholesrebateengine.hpp File Reference

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

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.