base engine for option with dividends More...
#include <ql/pricingengines/vanilla/fdmultiperiodengine.hpp>
#include <ql/instruments/dividendvanillaoption.hpp>
Classes | |
class | FDDividendEngineBase< Scheme > |
Abstract base class for dividend engines. More... | |
class | FDDividendEngineMerton73< Scheme > |
Finite-differences pricing engine for dividend options using escowed dividends model. More... | |
class | FDDividendEngineShiftScale< Scheme > |
Finite-differences engine for dividend options using shifted dividends. More... |
base engine for option with dividends