FDDividendShoutEngine< Scheme > Class Template Reference

Finite-differences shout engine with dividends. More...

#include <ql/pricingengines/vanilla/fddividendshoutengine.hpp>

Inherits FDEngineAdapter< base, engine >.

List of all members.

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.